I've twice properly "defended" Denmark. The idea was to hold out in Aalborg or some such. First time I held out just fine BUT! I had only researched into Infantry weapons and tactics, eschewing all else. This meant that the Luftwaffe had complete control of the skies above me and rained all hell upon my troops. I believe I held Aalborg for about two to four years but eventually succumbed to bombing. I simply ran completely dry out of manpower.
The second attempt, IIRC, had the same idea but with provincial AA and some AA units. This worked much better. I was still draining some manpower but it was much more manageable. The only problem was that there was really very little I could do to actually win against the Axis hordes except wait until they exhausted their own manpower on futile attacks (With SH tanks at that!) over the strait. Not a particularly interesting game in the end.
The second attempt, IIRC, had the same idea but with provincial AA and some AA units. This worked much better. I was still draining some manpower but it was much more manageable. The only problem was that there was really very little I could do to actually win against the Axis hordes except wait until they exhausted their own manpower on futile attacks (With SH tanks at that!) over the strait. Not a particularly interesting game in the end.