Parfume: A parfume called FCK with the motto "Only appreciable for men" (Football Club København (Copenhagen, the capitol of Denmark)).

USA President Candidates: One of the candidate's name is Frank C. Klark (If you take the capital letters and put them together you will get FCK). If you take the capital letters of one of the others (can't really remember the name) you will get LORT, which means sh*t in Danish.

This is my favorite.
Dolph: In the third misson there is an article at the bottum of the newspaper. The article is about "Dolph" (A violent crazy hippotamus from Danish comedy television). Could someone please translate what the article says? I guess that the last part is something like "...is 100% @$$hole.".
It should be noted that this is not the only appearance of Dolph. On the Training mission, in the Swing King's office there is a baseball bat with the name Dolph on it. A baseball bat is Dolph's trademark weapon.