In 1716, Tsar Peter I visited Copenhagen in connection with a planned Danish-Russian invasion of Sweden as part of the Great Nordic War. Even though the maneuver was abandoned, the visit in itself implied a demonstration of differences in conceptions of stagings of power, ultimately between allegorization and modernity. The Danish court was ruled by a ritualized absolutist protocol contrasting the Tsar’s more pragmatic approach and behaviour. This leads to the discussion of an attempt in 2014 to read a ceiling painting at Frederiksberg Castle representing a masquerade as an allegory of the Danish-Russian alliance. The interpretation is problematized and at the same time utilized as an opportunity to go deeper into the discussions of allegory in royal imagery, of the significance of clothing/disguise in a political and cultural perspective, and of the various Danish information sources concerning the Russian realm. A number of chronological, technical and cultural circumstances appear to contradict the allegorical interpretation of the painting, which, on the other hand, most probably reflects some of the artistic activities Peter was met with in Copenhagen. In a wider perspective, it can be read as an expression of a modern conception of theatricality, represented first and foremost in the complex ideas about culture and roleplaying coined by the playwright and author Ludvig Holberg. Finally, a perspectivation is suggested, concerning the two main focuses — the Danish-Russian relations and the shifting conceptions of masquerade and roleplaying.