The north-facing side of the peninsula is sand and dune, low and shifting. The south coast is the opposite: two cliffs front the water, and at Store Karlsminde Klint the land rises 33 metres straight out of the fjord. Directly opposite lies the northern tip of Hornsherred, and the gap between them is Kulhuse Rende, a kilometre-long entrance that is the only way into Roskilde Fjord. West of Store Karlsminde runs the lower Skuldslev Klint, continuing about a kilometre to Lynæs Harbour at the southern edge of town. The cliffs used to erode steadily; the harbour now shelters them, and the water beneath is only about a metre deep. East of the big cliff the ground drops away into Sølager, a stretch of coastal meadow that gives way inland to wooded slopes. Kikhavn, just east of Hundested on the northern shore, has been a fishing village since the 16th century, which makes it older than the town it now sits beside.

The name first surfaces in 1682, attached to a field called Hundersted; it appears as a village only in a parish register of 1844. Everything afterwards was built deliberately. A breakwater, the Læmolen, went up in 1862. Lynæs Harbour followed in 1872 and grew into the most important fishing port on Zealand, expanded again and again until around 1910, when most of the boats shifted to Hundested Harbour itself. Until the railway opened in 1916, the catch went to traders from Frederikssund; after it, Copenhagen was a train ride away by way of Hillerød. The harbour pulled in everything a harbour attracts: fish auctions, a coal importer, a canning factory, a dockyard, and the Hundested Motor Factory, which for generations built the engines Danish fishing boats ran on. New terminals kept arriving, for ferries in 1967, freight in 1987 and containers in 1995. Then the fishing industry turned down in the 1980s and hit Hundested hard.

Knud Rasmussen was born on 7 June 1879 in Jacobshavn, now Ilulissat, to a Danish missionary father and an Inuk-Danish mother, and he spent his life travelling between the two halves of that inheritance. In 1910 he and Peter Freuchen founded the Thule trading station at North Star Bay in northern Greenland; the seven Thule Expeditions that followed took their name from it. The fifth, from 1921 to 1924, is the one that made him famous — a dog-sled journey across Arctic North America that ended at Nome, Alaska. Between expeditions he came here. His house stands 30 metres above the beach with the Kattegat laid out below it, beside Spodsbjerg lighthouse and the Spodsbjerg cliff, on grounds of more than 25,000 square metres. It is a museum now, hung with photographs and paintings of Greenland and run as part of the Frederiksværk industrial museum. Rasmussen died in Copenhagen on 21 December 1933, aged 54, of pneumonia following food poisoning attributed to kiviaq.

Boats have been leaving this shore for a long time, not always on schedule. When Lynæs Inn was licensed in 1804 it catered to ferry passengers, though the service in those days was described as highly irregular. The Rørvig crossing began in 1927 and still runs, carrying cars and walkers over to Odsherred. A second ferry links Sølager to Kulhuse in Frederikssund municipality. The long route was the Grenå service across the Kattegat to Jutland, which began on 14 July 1934 and closed in 1996 along with the freight line; one of its former vessels now works the polar tourist trade under the name MS Expedition, which would have amused Rasmussen. On land, the Frederiksværk Line connects Hundested to Frederiksværk, Hillerød and the national network, stopping at Hundested station and at the smaller halts of Hundested Havn and Vibehus.

Long before the pilots, people were building here. One of Denmark's largest dolmens, Grønnessedyssen Karlstenen, sits in nearby Grønnesse Forest. Torup Church, seven kilometres east in the parish Hundested belongs to, dates from the 12th century and holds a granite Romanesque font, frescoes from about 1250 and a crucifix from about 1300, with a nave rebuilt in 1750. Lynæs Church is much younger, built in 1901 to a design by Andreas Clemmesen. Not every older settlement survived the centuries of improvement: in 1776 Johan Frederik Classen, the founder of Frederiksværk, established Grønnessegård manor on the peninsula and shut down the villages of Gryndese, Rorup and Fornerup, displacing families from land they had worked. Among those born nearby was Viggo Hørup, born in 1841 at Torpmagle, the journalist and agitator who founded the newspaper Politiken.