The Danish ballad that tells a story similar to an episode in the Didrik Saga is "Didrik af Bern." This ballad recounts the adventures of Didrik, a legendary hero, and shares themes and narratives that parallel those found in the Didrik Saga, which is a collection of tales about Didrik's exploits, including his battles and interactions with other legendary figures.

If you would like more details about the ballad or its connections to the Didrik Saga, feel free to ask!