Direct Flights Copenhagen to Lithuania:

Copenhagen to Vilnius
Copenhagen To Palanga

Flights Copenhagen to Lithuania with 1 stopover:

Flights via Riga International (RIX)
From Copenhagen (CPH), Denmark with Air Baltic Transfer at Riga International (RIX) Then on to Vilnius (VNO) with Air Baltic
OR
Then on to Palanga International (PLQ) with Air Baltic
OR
Then on to Palanga International (PLQ) with SAS
OR
Then on to Kaunas (KUN) with Air Baltic
Flights via Warsaw (WAW)
From Copenhagen (CPH), Denmark with LOT Transfer at Warsaw (WAW) Then on to Vilnius (VNO) with LOT