Allinge-Sandvig is a small town on the northern coast of the Baltic island of Bornholm, Denmark.

Prior to Allinge and Sandvig becoming urban areas, people in the Bronze Age lived there and made rock carvings at Madsebakke.

Late in the 19th century, stone quarries flourished in the area and some rock carvings were blown up between 1885 and 1902.

The Hammershus fortress, Northern Europe's largest medieval fortification dating from 13th century is located northwest of Allinge, near the Hammeren promontory, the northernmost point on the island.

Initially just a small granite longhouse from the around the 14th century, in 1892 it was completely rebuilt in the Neogothic style.