The other night I watched a biography on the Tsarevich Alexei. It stated that King Christian IX traveled to Russia for the baptism of his great grandson the Tsarevich in 1904. I have since found that to be untrue.
Prince Christian (X) represented his grandfather Christian IX at the baptism.
I'm curious, did King Christian IX ever travel to Russia?
Yes, at least four times:
1868 - after the birth of Nicholas (II).
1881 - after Alexander III's accession to the throne.
1891 - celebration of Dagmar and Alexander's silver wedding.
1894 - funeral of Alexander III and wedding of Nicholas II.
Additionally, did he ever travel to Greece during his son's reign?
Yes, for instance in 1871, but I don't know how often.