Isgård = Isengard

Helms Deep = Hjelms Dyb which is a strait between Djursland and the island of Hjelm.

Esgaroth = Eskerod

For bonus, apparently, and I didn't know this, Tolkien also named a river in Middle earth Aros, which is the ancient name of the second largest city of Denmark, Aarhus or Århus depending on how you prefer to spell it. It does make sense since Aros means something like the mouth of the river.

As for the saga that inspired Aragorn and Eowyn's characters, that story plays out on the island of Samsø and here's a short summary of the story

I'm pretty sure there are more places. There's a hill called Ellemandsbjerg = Mountain of the elfman which is part of folklore, where the elfking lives with his daughters underground, under a hill. Supposedly, Tolkien took inspiration from that hill too and based his elfkings on that hill. Granted, Tolkien elves and folklore elves are two very different things, but most people think about Tolkien elves when they think about elves. In reality, Danish elves are more nature than they are human. They dance in the morning mists and are delikate, beautiful creatures. Their backs are hollow like a tree trunk and if you become ensnared by them they will either take you underground to the halls of the elfking where you will die or they will drown you in the lake.

Some kind soul made a map of Tolkien inspirations in Djursland, that you can check out, but it's all in Danish.

Bonus fun fact: our longest reigning regent, Queen Margrethe II was a big fan of Tolkien and had similar interests in folklore and language as he did and she illustrated Lord of the Rings under the pseudonym Ingahild Grathmer. Tolkien himself said that he liked her interpretations of his world the best out of all the illustrations he had seen.