Kallbadhuset is Varberg's most photogenic piece of spa culture: a wooden cold bathhouse standing out over the water near the fortress. Locals use it for saunas and cold sea dips, while visitors come as much for the building and view as for the shock of the water.
It is a good stop even if you only look from the promenade, but the full Varberg version means going in, warming up, and then stepping into the Kattegat.