Drive west across the island and the road more or less continues onto the beach. At Lakolk and Sønderstrand the western foreshore runs two to three kilometres from dune line to waterline — flat, pale, firm enough that cars park on it in ranks and still look stranded. This is Wadden Sea coast, where the tide withdraws over sand rather than rock and the horizon relocates by kilometres twice a day. Kite buggies work the southern beach, small rigs hauled at speed behind traction kites, and on the first weekend of September Rømø holds one of Europe's largest kite festivals. Not all of it is open to traffic now; a stretch was closed to cars in October 2020 to protect nesting and feeding birds. Rømø is the southernmost of Denmark's Wadden Sea islands, a title it inherited only when the small uninhabited island of Jordsand finally went under in 1999.

The Danish word kommandør is the old term for the captain of a whaler, and on Rømø it was almost a local profession. The Kommandørgården is an eighteenth-century whaling captain's farm, now run by the National Museum, preserved as the home of a household that made its living in the Arctic. Part of the manor served as a school between 1784 and 1874. In the barn hangs the skeleton of a sperm whale that stranded on the island in the late 1990s — a reminder that the trade's raw material still occasionally washes up on its own. At Juvre, on the northeastern side, stands the island's last surviving hvalkæbehegn: a fence built from whale jawbones set upright in the ground, the leftovers of butchering turned into something useful because nothing was wasted.

St Clement's, the island's main church, was built around 1200 and enlarged through the seventeenth and eighteenth centuries as the whaling money arrived. Votive ships hang from the ceiling, models given by men who had reason to bargain with the weather. In the nineteenth century the parish let people buy nameplates for the benches, which is how the pews became a directory of the island's families. One name on a front bench is H.P.P. Møller. His son, Peter Mærsk Møller, was born on Rømø in 1836 and went to sea as a captain; Peter's son, Arnold Peter Møller, founded the shipping company that still carries the family's middle name across every ocean the whalers ever worked.

Rømø belongs to Southern Jutland, and Southern Jutland has changed hands. The Second Schleswig War of 1864 put the island inside Prussia and then the German Empire, as part of the Province of Schleswig-Holstein; it returned to Denmark in 1920 after the Schleswig plebiscite. Getting to it was another problem. A narrow-gauge line ran from Kongsmark inland to the beach at Lakolk, and the plan for a steam locomotive failed because the sand would not carry the weight, so two horses pulled the excursion wagons instead until services stopped in 1940 and the track was lifted the year after. The permanent fix came later: Rømødæmningen, a 9.2-kilometre causeway across the tidal flats, opened on 18 December 1948 and badly damaged by storms in 1976, 1981 and 1999. From Havneby a car ferry crosses to the German island of Sylt, three kilometres away, roughly every hour and in about forty minutes. Fewer than six hundred people live on the island's 129 square kilometres today, in Kongsmark, Østerby, Havneby and a handful of other settlements, all of it part of Tønder Municipality since 2007.