In retirement Copenhagen must have become somewhat mellowed because he was regularly ridden by friends and children at the Duke's country estate of Stratfield Saye (above), although Lady Shelley said he was the most difficult to sit of any horse she had ever ridden. The Duchess (of Wellington) often fed him with bread and this it was said gave him the habit of approaching every lady with the most confiding familiarity. Over the years hair had been taken from the horse and made into bracelets for the ladies.
But the day of the burial was worsened for the Duke, who noticed that one hoof had been removed from the body and flew into a terrible passion about the mutilation. After the duke's own death, the guilty servant who had taken the hoof as a memento came forward to confess and presented it to the second Duke who had it made into an inkstand. As the Second Duke explained, "Several years after my father's death an old servant of the family came to me in the library, and, producing a paper parcel, spoke as follows: `Your Grace, I do not believe that I have long to live, and before I die I wish to place in your hands what belongs to you.' With no small degree of surprise I inquired what it was, and when he opened the package and produced a horse's hoof he said: `Your Grace, when Copenhagen died I cut off this hoof. None of us imagined that the duke would trouble his head about the body of the war-horse, but, to our great surprise, he walked down to the stables on his sudden return from London to see him buried. He instantly observed that his right forefoot was gone, and was in a fearful passion. No one dared tell him how it happened. I have preserved the hoof carefully for thirty years, and I now return it to your Grace.'
This lock of hair resides at the Willis Museum in Basingstoke, near the Duke of Wellington's home, Stratfield Saye, and is said to come from the mane of Copenhagen and to have been presented to Miss Charlotte Pigot by Wellington himself. Miss Pigot was an ancestor of the Hon. Mrs Bunbury, who gave the hair to the Museum. Also on display is one of Copenhagen’s horseshoes and a piece of the Wellington oak, said to have come from the tree under which Wellington established a position at Waterloo.