The jewelry, valued at about $20,000, was taken from Copenhagen's Tivoli Gardens amusement park during the weekend, the Danish newspaper Der Nordschleswiger reported.
The German-language newspaper said the necklace had worn by a woman who was aboard the British luxury liner when it went down in the Atlantic Ocean after hitting an iceberg while on its maiden voyage 99 years ago.
The popular traveling exhibit had been drawing thousands of visitors a day to the Tivoli Gardens.
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