I do not know if you ever found your relative but I came across your post and wanted to offer any one looking for Danish relatives some very useful information. First off, Aalborg is a county (amt in Danish) so your relatives name is Christian Jensen (meaning his father was named Jen) Christian's sisters would have been named * Jensdatter (daughter of Jen). This type of naming began to shift in 186?ish. Your family likely took their county name as their last name.
The best place to look for Danish records is in the Danish archives found at ddd.dda.dk on the www. search Census records and you can find a great deal as the Danish were very good record keepers!
I can help more if you need. Or anyone else for that matter. This source has been a lifesaver and I have actually been to the reading room at the National Archives in Copenhagen, you can email them, they are very helpful.