Thorvaldsen was an outstanding representative of the Neo-Classical period in sculpture - often compared to Canova but, in fact, more than the Italian artist embodying the style of classical Greek art.
Motives for his works (reliefs, statues, and busts) were mostly from Greek mythology, but he also created portraits of important personalities, as the statue of Pope Pius VII. His works can be seen in many European countries, and especially in the Thorvaldsen Museum in Copenhagen, where his tomb is in the inner courtyard.
Outside Europe, Thorvaldsen is less well known (but see the important paper by Dimmick below). Curiously, however, his statue of Christ (created for what is now the Lutheran Cathedral in Copenhagen) has appealed to the Mormons (see: http://www.lightplanet.com/mormons/daily/history/1945_present/christus_eom.htm ).