F. Gesztesy and H. Holden A combined sine-Gordon and modified Korteweg--de Vries hierarchy and its algebro-geometric solutions (127K, LaTeX) ABSTRACT. We derive a zero-curvature formalism for a combined sine-Gordon (sG) and modified Korteweg-de Vries (mKdV) equation which yields a local sGmKdV hierarchy. In complete analogy to other completely integrable hierarchies of soliton equations, such as the KdV, AKNS, and Toda hierarchies, the sGmKdV hierarchy is recursively constructed by means of a fundamental polynomial formalism involving a spectral parameter. We further illustrate our approach by developing the basic algebro-geometric setting for the sGmKdV hierarchy, including Baker-Akhiezer functions, trace formulas, Dubrovin-type equations, and theta function representations for its algebro-geometric solutions. Although we mainly focus on sG-type equations, our formalism also yields the sinh-Gordon, elliptic sine-Gordon, elliptic sinh-Gordon, and Liouville-type equations combined with the mKdV hierarchy.