Annemarie is a lanky, ten-year-old Danish girl living in Copenhagen during the military occupation. She runs fast, often racing her friend down the city sidewalks. She invents fairy tales to entertain her younger sister while observing the growing presence of armed soldiers and the disappearance of basic goods. She questions her own courage when imagining the risks required to protect the targeted citizens in her community.

Ellen is a ten-year-old Jewish girl who lives in the same apartment building as the Johansens. She has dark hair and a stocky build. Her natural talent for acting proves essential when sudden military inspections force her into an unfamiliar, terrifying position. She relies on her neighbors for shelter, hiding her identity to evade detection by the occupying forces.

Mama is a quick-thinking parent who grew up on the rural Danish coast. She manages her household despite severe wartime shortages, keeping up a warm environment for her children. When her neighbors face imminent arrest, she decisively takes action to shelter Ellen and coordinates safe passage out of the city.

Papa is a thoughtful father who carefully handles the dangers of occupied Copenhagen. He explains complex political realities to his children using clear, accessible stories. He acts swiftly to protect his neighbors, relying on clever coded language over the telephone to coordinate travel plans without arousing suspicion from wiretappers.

Kirsti is a five-year-old girl who remembers little of life before the foreign occupation. She possesses a fanciful imagination, frequently requesting stories about kings and queens before bed. Her youth makes her both charming and a liability, as she freely speaks her mind to intimidating guards and fails to grasp the severity of the war.

Peter is a young man who remains a close fixture in the Johansen household following a personal tragedy. Once lighthearted and playful, the wartime environment has transformed him into a serious, focused operator. He works secretly to smuggle information and coordinate covert operations for targeted citizens.

King Christian X is the real-life monarch of Denmark who surrendered his military forces to prevent a futile loss of civilian lives. He rides through the streets without a formal guard, relying entirely on the loyalty of the Danish people for protection. His difficult political choices contrast sharply with the simple rulers found in fairy tales.

Thor is a bumbling kitten living on the rural coastal property. He spends his time exploring the barns and frequently stumbles into minor mishaps. He lives in pure, oblivious innocence, completely untouched by the severe dangers unfolding around him.

Mr. Rosen is a respected educator in Copenhagen. He and his family face sudden, extreme danger when military authorities demand records of Jewish congregation members. Forced to leave his entire life behind, he relies on covert networks to guide his family toward the coast.

Mrs. Rosen is a devoted parent and a close friend to her downstairs neighbors. She observes strict religious traditions, such as preparing her home for the Jewish New Year, but must abandon her belongings when soldiers target her community. She fears the ocean but must confront this terror to secure her family's freedom.

Henrik is an unmarried fisherman who lives in a farmhouse on the rural coast near Sweden. He maintains a somewhat messy household but works diligently on his fishing vessel. He plays a vital role in a covert network, using his boat to perform highly dangerous transport missions.

Lise is the eldest daughter who died in an accident two weeks before her planned wedding. Her family preserves her memory by keeping her yellowing trousseau in a trunk. Her absence leaves a profound sadness in the household, and her dark-haired baby pictures later serve a critical purpose in deceiving inspectors.