Heidenheim lies between 478 and 645 meters high between Albuch and Härtsfeld at the north-east end of the Swabian Alb in a valley of the Brenz near the mouth of the Stubental valley at the foot of the Hellenstein. The Brenz is coming from Königsbronn, where it springs, in the north-west the city district, flows through it in the north-south direction, and successively divides the settlement areas of the Aufhausen and Schnaitheim districts; and then the core town and finally the Mergestetten district South in the direction of Herbrechtingen.

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The Heidenheim Opera Festival takes place annually in Hellenstein Castle. They originated from the former castle walls. There are also open-air games in the Naturtheater Heidenheim. The Sassetheater in Heidenheim-Schnaitheim is a permanent establishment. In a two-year rhythm (the last time in June 2008) the Heidenheimer Schäferlauf took place. It was donated in 1723 by the Duke Eberhard Ludwig of Württemberg. It was the annual meeting of the shepherds from Heidenheim and the surrounding area. There was also a festival with a festival and coronation of a shepherd's kings' parade. The Schäferlauf was held until 1828, followed by a break until 1922. Then it was held five times until 1952, and since 1972 it has once again been part of the city's regular cultural program. In addition, the "Kontakta" takes place every three years. This trade fair is mainly supplied by exhibitors, craftsmen, service providers, etc. from the region. Sporty highlights are the Heidenheimer Fechtertage at the end of March with the award of the Heidenheimer Trophy (considered the most difficult international tournament tournament in the world) and the Coupe d'Europe (top team tournament), the annual Heidenheimer Schwimmfest in the Aquarena and the Heidenheimer Stadtlauf, which always takes place on the first Sunday in June every year.