Denmark is holding two people in custody and four others are the target of a terrorism investigation, a prosecutor has said.
The case coincides with one arrest in the Netherlands and several in Germany of alleged Hamas members.
While Denmark has not said there is a Hamas link, authorities in Germany said three people arrested there are suspected of preparing for attacks on Jewish institutions in Europe.
Danish authorities said one person has been arrested in the Netherlands but it was not clear if there are any ties to the Hamas investigation in Germany.
The two suspects being held in Denmark were ordered to remain in pretrial detention until January 9.
The whereabouts of the other four, and whether there was an ongoing search for them, were not immediately known.
On Thursday, Danish intelligence agency PET announced the arrest of three people on suspicion of plotting to carry out "an act of terror".
One of them was released, prosecutor Anders Larsson said early on Friday after a night-long custody hearing at a Copenhagen court.
But he stopped short of saying whether the person is still considered a suspect.
Mr Larsson also said four other people were held in "pretrial custody in absentia" but did not say whether authorities knew their whereabouts or if an active manhunt was under way.
However, he said without elaborating that there is "still someone at large".
None of the suspects can be identified because of a court order and the custody hearing was held behind "double closed doors" - meaning no details were available about the case, which is shrouded in secrecy.
German prosecutors allege that the three men detained in Germany on Thursday were tasked with finding a previously set up underground Hamas weapons cache in Europe, and say that "the weapons were due to be taken to Berlin and kept in a state of readiness in view of potential terrorist attacks against Jewish institutions in Europe".
Two men were held in Berlin, while a third suspect was temporarily detained in Berlin, Germany's federal prosecutor said, adding that one also was taken into custody in the Dutch port city of Rotterdam.
Authorities only identified the men by their first names and the first initial of their last name, in line with German privacy rules.
The four were Abdelhamid Al A, born in Lebanon; Egyptian national Mohamed B; Dutch national Nazih R and Ibrahim El-R, born in Lebanon.
The authorities alleged three of the men in Germany "have been longstanding members of Hamas and have participated in Hamas operations abroad".
They said the suspects were "closely linked to the military branch's leadership" of Hamas, considered a terrorist organisation by the United States and the European Union.
It was not immediately clear if and how the Danish and the German arrests are connected.
Earlier this month, the EU's home affairs commissioner, Ylva Johansson, said Europe faced a "huge risk of terrorist attacks" over the Christmas holiday period amid the Israel-Hamas war.
