I would argue (with no scientific evidence to back it up, of course) that, perhaps, the highest concentration is right here in the U.S.A.
And I'm not really sure that Denmark is the hotbed of pipers we all think it may be. I've asked many of my Danish customers if they see other pipe smokers out and about in Denmark and many of them have said that, beyond themselves, or their pipe smoking friends (and those are the ones that belong to a pipe club or something like that), they rarely see other pipe smokers out in public.
It seems like here in the U.S., we have quite a vigorous online community as well as quite a few pipe shows and clubs that seem to be growing. Also, as far as budding pipe makers, it seems like we have quite a few guys taking up the torch here in the U.S., and, in that respect, it seems we might have the edge (which might be an indicator of the growing popularity of pipe smoking here in the U.S.).
Again, I don't really know for sure and can't really point to any statistical evidence, but, even based on our per capita population as pipe smokers in this country, we might have an advantage.
Now, where the highest concentration of pipe smokers would be in this country, well, that would be interesting to know.
Isn't there a pipe smoker's census or something like that that pipesmagazine comes out with every year? I wonder if they'd have geographical info like that.
Anyway, great question!