In Denmark and Gibraltar you can’t change your name on the day (unless you are Danish), but once you register the marriage in your place of nationality and/or residence you can change it then with your certificate. You can only change your name on your wedding day if you are Danish in Denmark. But it is really easy to change your name and register the wedding when you return home, just check with the office of "Births Deaths and Marriages" or with your Embassy if you are living somewhere other than your home country.
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