Over a year after the Danish newspaper Jyllands-Posten published those now-infamous cartoons of Mohammad—one of which portrayed the Muslim Prophet carrying a lit bomb in his turban—the country is still noticeably on edge. When I recently visited Copenhagen, a week after a pre-dawn raid netted a handful of suspected Islamic extremists, the twin issues of Islam and integration were difficult to avoid. On television, the news and chat shows were dominated by discussions of coexistence with the country's approximately 200,000 Muslims; newspapers were brimming with reader letters and editorials on Islamophobia, secularism and democracy; and a bookshop associated with the...