The Amalienborg Palace, which consists of four identical palace facades, was originally built for four noble families. When the Christiansborg Palace burned down in 1794, however, the royal family bought it and moved in. It is called Amalienborg because it was built by Queen Sophie Amalie, consort of Frederick III.
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http://edition.cnn.com/video/?/video/business/2011/06/27/qmb.fc.copenhagen.palace.cnn