In 1939 John Gielgud visited Denmark to perform Hamlet at Kronborg Castle in Elsinore, a location closely associated with the setting of Shakespeare’s famous play. A photograph of Gielgud and Fay Compton, who played Ophelia in the production, shows the two actors posing in front of a stone relief of Shakespeare, which was unveiled at Kronborg during their visit to mark what was clearly intended as both a cultural and a diplomatic exchange between Denmark and the UK at this tense moment in European history. This essay suggests that Gielgud’s performance in Elsinore and the events that surrounded it were ‘haunted’ in different ways, both by the memory of the previous war and by the fear of the war rapidly approaching. It shows how several factors – the location, the play, the historical moment between two world wars – would have created a particularly resonant intersection between ‘Shakespeare’ and ‘war’.