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Especially during winter times handball is a much beloved sport in all of Denmark, and Skanderborg has a men's team playing in the best league. It's quite well supported, and still it's easy and fairly cheap to go watch a game. "Home ground" is at the Morten Børup Skolen.
In the forest just nearby the youth hostel, some old bunkers are situated. During the German occupation in WWII they served as the Danish head quarters of the Luftwaffe, and later a small detention camp, and is now a delightful little museum, displaying many interesting artifacts and foundings from the war and the local area in particular.