COPENHAGEN — Osama is a businessman who sees terrorism as a profit center, selling terrorism-themed T-shirts, caps and ballpoint pens. Abdul, a convert to Islam, acts as if he cannot kill enough people, or make bombs big enough. Ali, a Pakistani, has won a competition for the honor of avenging the cartoons published in Denmark that disparaged Islam and the Prophet Muhammad.

Despite the threat they seem to present, the four men have so far eluded the Danish police — not because they run such a sophisticated operation, but because they are the principal characters in a situation comedy, “The Terror Cell.”

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Does he ever feel threatened? Mr. Marzouk is stoic. Anticipating attacks, he had a special death threat feature on his Web site, until he recently updated the site, by which visitors could choose among eight ways of having him assassinated, like by firing squad, by blowing up his car or by beheading.

“A majority chose beheading,” he said.

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