Kalundborg Museum sits next to Church of Our Lady in a former farmstead dating from around 1600. It covers the town and surrounding district from the oldest settlement layers through the medieval high town, rural life, local dress, and archaeological finds.
It is a good companion to the church rather than a destination on its own. Visit it before walking the lanes around Adelgade and Præstegade, where the shape of the old high town is still readable.