Allinge-Sandvig is a small town on the northern coast of the Baltic island of Bornholm, Denmark. Its population is 1,473. It was part of the former …Allinge-Sandvig is a small town on the northern coast of the Baltic island of Bornholm, Denmark. Its population is 1,473. It was part of the former municipality Allinge-Gudhjem. Sandvig is the northernmost part of the town.