COPENHAGEN—Steen Mengel was walking down a busy street a few weeks ago when he stumbled onto a sign reading "an available academic is sitting here." An arrow pointed to people sitting in the window of a storefront.

The 47-year-old real-estate developer didn't have a job to offer anybody, but he was intrigued. "The idea, though, I like," he said, as he stood a few feet from the big picture windows framing the scene. "It catches people's attention."

Catching people's attention is exactly what more than a dozen job hopefuls in Denmark's capital are looking to do, even though they seem to be ripping a page from Amsterdam's famous red-light district to achieve their goal. After pounding the pavement for two years in some cases, highly trained professionals—ranging from lawyers to former CEOs to tax experts—are standing in line to get a seat in the "exhibit."

"I'm willing to try anything," said Hannibal Camel Holt, an unemployed political scientist, as he took his place in the window one afternoon. Armed with a laptop computer and wearing a dark blue button-down shirt, Mr. Holt has been "kicking doors in and chasing leads," as he puts it, on and off for four years, striking out despite qualifications that include speaking six languages. For him, sitting-in represented a necessary, albeit awkward step.

"I feel like a monkey…in a cage as people walk by and just stare at me," the former tax ministry employee said as he sat behind a desk and occasionally glanced at passersby. After he had recently missed out on a job that had attracted 265 applicants, he realized that "there comes a point when your CV is, like, dead." A résumé, in other words, doesn't necessarily do the trick.