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Located on the Danish island of Bornholm, Allinge-Sandvig is the product of a merger between two small fishing villages. It’s close enough to the impressive medieval ruins of the 13th-century Hammershus fortress that you could make a day hike of it, strolling past beautiful scenery. For more adventurous travelers, kayaking in the Baltic Sea is a popular way to experience the Danish coast, and rock climbers can scale coastal cliffs and abandoned quarries.