From Wikipedia:
ORIGIN OF THE BRAND NAME
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Reuben Mattus invented the phrase "Häagen-Dazs" in a quest for a brand name that he claimed was Danish-sounding; however the company's pronunciation of the name ignores the letters "ä" and "z"; letters like "ä" or digraphs like "zs" do not exist in Danish, but the similar words "hagen" and "das(s)" that also correspond to the company's pronunciation of its name mean "the chin" and "outhouse/toilet", respectively, in Scandinavian languages, with "das(s)" being "the" or "that" in German. According to Mattus, it was a tribute to Denmark's exemplary treatment of its Jews during the Second World War, and included an outline map of Denmark on early labels. Mattus felt that Denmark was also known for its dairy products and had a positive image in the United States.