Have you noticed on Danish church records that sometimes a place name is listed within the parish? (You’ll find similar place names in Swedish and Norwegian parish records.) For example: Hampen (the place name), Nørre Snede (the parish, sogn), Skanderborg (the county, amt). These place names may represent villages or sometimes just clusters of farms. It’s a good idea to record these places along with the parish, as they can help you narrow down searches in other records, Your ancestors likely stayed in the same local place for a number of years, so you can start looking in earlier records for, in this example, Hampen. You can also check the FamilySearch Wiki (https://www.familysearch.org/wiki/en/Main_Page) page for an ancestor’s parish; places within the parish are often listed, which can help you decipher a hard to read locale.
If one priest served several different parishes, the combined area was known as a pastorat. It would contain the main parish (hovedsogn), where the priest lived, and at least one auxiliary or local parish (annekssogn). Records for the entire pastorat were kept in the main parish, although later archives have tried to separate them. If you can’t find the records you’re after, see if they might be filed under the main parish instead. In the church hierarchy, parishes fell under the jurisdiction of deaneries, which in turn were combined into a diocese (stift). Records kept by the diocese are useful mostly if you’re researching a priest, although some marriage records were also kept by the diocese.
Another type of Danish place name you may come across is the herred, which dates back to at least 1232. Similar to the English “Hundred” (a jurisdiction expected to provide one hundred soldiers), a herred contained several parishes. Each herred was responsible for various administrative tasks, and created records that you might be looking for: civil registration, court, land and property, passport, military, probate, and taxation. Subdivisions of herreds are called birker. The herred is useful for these records, so you might want to note it somewhere, but it’s not really an essential locater the way a parish or village is. It’d be like adding “5th judicial court district” to a US city, county and state.
Finally, among the smallest political jurisdictions in Denmark is the kommune, roughly equivalent to a town council with its mayor (borgmester). In rural areas, kommunes provided schools and social services as early as 1600. Today’s kommune organization was established in 1841. At this level you may find other tax records, military levies, and local histories.