As constitutional monarchy and parliamentary democracy goes, it's hard not to go past Denmark. There does seem to be a willingness to be open about the issues, in public debate, as shown by the fact that even the centre-left Social Democrats have now adopted a tougher line on immigration in common with the right-wing parties. The Danish People's Party have shown how it is possible for a "populist" party to influence public discourse.
Often in interviews, HM Queen Margrethe II has channeled in subtle and not-so-subtle ways the concerns many Danes have about national identity and social cohesion, and the need to preserve Western civilisation as it is. Denmark is a stark contrast to its Scandinavian neighbours in this regard. There is a certain tension here between the dominant social progressivism and the aversion to Political Correctness we now see.
Above all else, it raises concerns about Europe's remaining royal families as to whether they can be seen as being on the right side of the West's Culture Wars. Even with our own royal family namely in Britain and the Commonwealth, there seems to be some reservations as to where they stand.