From Sandvig you can walk into the cliffs of "Hammerknuden".
Take a walk to "Hammershus" - The biggest castle ruin of Northern Europe. On your way, you will find a small, cosy harbour, the "Hammerhavn". Take a break with an ice, coffee or a tasty sandwich, or you can take a trip with the small tour boat (May - October).
If you walk towards Allinge, then take a look at "Domen" - a special woodhouse where different arrangement take place.