Bornholm is a Danish island in the Baltic Sea off the south coast of Sweden. In its north are the clifftop ruins of Hammershus, a medieval castle. By the jagged Helligdomsklipperne rocks near the town of Gudhjem, Bornholm Art Museum shows the work of painters attracted by the island’s natural light. West, in the port town of Rønne, Bornholm Museum reflects 10,000 years of local history, including the WWII occupation.