The first series of The Last Kingdom in 2015 kicked off with a blockbuster episode which managed to encompass savage violence, dynastic rivalry and a speedy tour of the state of Britain in the ninth century, while allowing the central protagonist, Uhtred, to grow from boy to man. It was a virtuoso feat, and one which the opener of series two couldn’t quite repeat.

Karen Blixen (1885-1962), the prolific Danish storyteller, is perhaps most immediately recognised for the portrayal of her and her works on the big screen, above all by Meryl Streep in Out of Africa. But her own story, and her place in the literary canon, can often be overlooked. Over the past three years I’ve been working closely with Riotous Company on Out of Blixen, a production exploring the many sides to Blixen and the rich layers of her tales.

How often do you leave a production of Shakespeare's most layered drama in tears, thinking "what an astonishing play!" even more than "what a fine Hamlet!" (or not)? Last night the Bard proved even greater than his Dane. Not that Andrew Scott was ever less than mesmerising and unpredictable. But it was Robert Icke, a director you might expect to play fast and loose with text and structure, who in giving us more Hamlet than most these days respected the slow burn and the long vision, with a few surprises but no gimmicks on the journey.

Scott will not disappoint either his huge fan club or Hamlet hunters. His Prince's rages are terrifying, triggered by the conjuration of the ghost from close-circuit security screens – a very real father allowing the bereaved son to express physical affection; there's no ambiguity about his appearances, however much Hamlet might doubt their provenance. I fear slightly for Scott's vocal self-preservation in extremis; his range is higher than usual, embracing a spooky falsetto that must be unique among leading men, but also throat-ripping just below the break. There's a long way to go in the run, though selfishly I'm glad he pushed it so far last night.

The real revelation, though, comes in the quiet talking, broaching an intimacy which the Almeida encourages (what a privilege to hear a top-notch Hamlet at such close range). We're in no doubt where this bewildered young man's heart lies: at first, with Ophelia; with the memory of his old relationship with a female Guildenstern (Amaka Okofor, sympathetic); when pushed, with his mother; but above all in directing the play-within-a-play, a gamble enhanced by David Rintoul doubling Ghost and Player King, taking up with supreme eloquence the Pyrrhus speech from the well-educated prince who knows it so well. Icke encourages absolute unhurried naturalness in the test of the play itself, shared between Rintoul and Marty Cruickshank as Player Queen (pictured below). Hamlet's got the video camera trained on Claudius, sitting in the front row until he gets up and simply walks across the stage rather than crying for lights. The assembled crowd sits in anxious silence, and so do we, until the cue for the first interval strikes.
That's brilliant toying with the audience. So, too, are Hamlet's soliloquies, delivered very directly and mostly quietly to us, Scott valuing the silences and pauses, using eloquent arm and hand gestures held high to articulate the sense. The best of all, though, is a monologue rather than a voice in the head: Hamlet's to Horatio with the skull of Yorick in his hand. The quiet philosophy is well established by Barry Aird's gravedigger. When you listen to this reflection on mortality in Scott's performance, you have to wonder if any poet ever captured thoughts on transience and the passing of the world's glory more eloquently.

Icke is master of pace and tension, though not everyone in the ensemble really comes up to the mark. Luke Thompson's Laertes is a hollow counterfeit of Scott's Hamlet – maybe that's the point – and Angus Wright, as in Icke's Oresteia, seems too much of a stuffed shirt to play a calculating authority figure like Claudius (though that, too may be the intention). Reaction, though, is all – supremely so from Juliet Stevenson's Gertrude (pictured below) in as vivid a climactic mother-son scene as I've ever witnessed; the terrorised makes her mark as much as the terroriser, while the body-dragging and its aftermath are among Scott's most hallucinatory moments.

This Gertrude's stares and defiant flickers at the man she fell in lust with once she knows the truth are compelling, too; you can't take your eyes off Stevenson, and you're drawn in to what is, along with Rintoul's, the most beautiful verse-speaking of the evening, the "willow grows aslant a brook" narrative. Jessica Brown Findlay rises to the challenge of Ophelia's madness, taking over the mantle of Hamlet's calms and psychotic rages in his absence. Peter Wight gauges her father's control-freakery at just the right naturalistic level.

Quietly remarkable, Hildegard Bechtler's sets work in tandem with Natasha Chivers' lighting and the best of Tom Gibbons' sound – I'm not so keen on its ambient omnipresence, but the use of Dylan songs is superb – to change scenes with cinematic ease. It's good to have the Norwegian threat played out on Danish television, and the fencing filmed, too, with some of the crucial lines purposefully drowned out by Dylan.

I won't spoil the visual wonder of what happens as Hamlet approaches the shores of the undiscovered country before TV gives him a state funeral (and a final publicity shot of happy royals which is more than just deadly ironic). Suffice it to say that the image which has most stuck with me from any Hamlet is when Ingmar Bergman had the besmirched Ophelia, restored to her flower-crowned innocence, emerge from the huddle of umbrella-holding mourners at her funeral and walk slowly downstage centre and off. Icke and his team achieve a parallel wonder here. The overall impact is to be taken in tandem with his Mary Stuart, a play of almost equal resonance with no less revelatory performances, as a diptych to match the wonders of his Greek season (the all-day Iliad and Odyssey readings; for me, the Oresteia not so much). What on earth on the same level can he turn his attention to next?

• Hamlet at the Almeida until 15 April
• Read more theatre reviews on theartsdesk

OTHER GREAT DANES

Andrius Mamontovas, Globe to Globe. Lithuanian take on the Danish play puts on a frantic disposition

Benedict Cumberbatch, Barbican. Visuals threaten to swamp Shakespeare – and, yes, Sherlock

David Tennant, RSC/BBC. Star looks for life in an infinite space beyond the Tardis

Lars Eidinger, Schaubühne Berlin. Acrobatic Hamlet, outshone by the earth and the rain

Maxine Peake, Royal Exchange, Manchester. An underwhelming production, but Peake is gripping as the young Prince

Michael Sheen, Young Vic. Sheen is riveting as the crazed Danish Prince in Ian Rickson's terrifying psychiatric-hospital staging

Rory Kinnear, National Theatre. Kinnear isn’t a romantic Prince, but an unsettled, battling one in Nicholas Hytner's staging which is modern, militaristic and unfussy

Overlear: Robert Icke's career so far

Beethoven: Piano Sonatas Op.110 and Op.111, with music by András Szöllösy and Gyula Csapó Gábor Csalog (piano) (BMC)

For anyone disposed to treat the Sam Wanamaker Playhouse as hallowed ground – and such issues have gained much currency at the Globe recently following the announced early departure of artistic director Emma Rice – The Little Matchgirl may seem like a wanton deconstruction of its space, which is cheeked into a knowing update that comes close to Edwardian music hall, and with aperçus stingingly relevant to the venue’s recent backstory (“Candles are much more atmospheric than electricity” is one such textual quip).

Agnes Obel’s new album Citizen of Glass is released next week. Conceptually underpinned by a fascination with the German idea of the gläserner menschen or gläserner bürger – the glass citizen – its ten compositions examine privacy, the nature of what is hidden, why it is concealed and question how much self-exposure is needed, whether in day-to-day life or as fuel for an artist. The glass citizen is one for whom everything is apparent.

One of two Danish Thomases at the head of BBC bands (compatriot Thomas Søndergård is at the helm of the BBC National Orchestra of Wales), Thomas Dausgaard joins the Glasgow-based BBC Scottish Symphony Orchestra as chief conductor this season.

Stretching relations till they snap is Thomas Vinterberg’s abiding theme. In his iconoclastic, Dogme 95-instigating youth, accusations of incest and gross bad manners smashed the respectable veneer of Festen’s family. In his fiercely gripping comeback The Hunt, Mads Mikkelsen was violently ostracised from his small community when falsely accused of child abuse. Now The Commune looks at the titular try for an ideal community in 1975 Copenhagen, and its fracture due to the usual human failings.

Half Man Half Biscuit have nothing on this. Splicing The Three Stooges and Island of Dr Moreau, this strange Danish film finds both slapstick and pathos in its grotesque premise. Part of the micro-genre in which adopted children search for biological parents, it takes its protagonists on some especially twisted country back-roads to get to where they’re going.

This concluding mini-series starring the sorrowful Swede began with a bizarre misfire set in South Africa, but redeemed itself with a finale imbued with persuasively Wallander-ish characteristics. The light was grey, flat and menacing. Landscape shots stretched lugubriously as far as the eye could see, encompassing forbidding lakes, shivering forests and damp fields.