Snow fell about him.

All around, it was dark trees, and white snow.

A jeweled cloud of breath rose up around him.

The clearing was covered in a foot or so of flawless whiteness, broken only by the single set of footprints leading up to where he stood, motionless.

Only one set of footprints.

He was alone.

He would not cry –no, never- he felt so cold –oh, so cold- any other abandonment would be fine, anything but not this, no, not the abandonment by those whom he had trusted with his back, those whom had he laughed with, had fought beside, had loved as his family.

Snow fell around him.

He was so cold.

Denmark flung his head back and stared up at the clear, black velvet skies. Millions of stars sparkled down at him, like tiny diamonds peppering the heavens above. Like tiny teardrops marring the black and uncaring sky.

He closed his eyes and howled, with pain, with terror.

He was alone.

First time I've ever written a Nordic country...I think I like it.
In my headcanon, the thing Denmark fears the most is being completely and utterly alone. Go figure.