We present the extensive follow-up campaign on the afterglow of GRB 110715A at 17 different wavelengths, from X-ray to radio bands, starting 81 seconds after the burst and extending up to 74 days later. We performed for the first time a GRB afterglow observation with the ALMA observatory. We find that the afterglow of GRB 110715A is very bright at optical and radio wavelengths. We use optical and near infrared spectroscopy to provide further information about the progenitors environment and its host galaxy. The spectrum shows weak absorption features at a redshift z = 0.8225, which reveal a host galaxy environment with low ionization, column density and dynamical activity. Late deep imaging shows a very faint galaxy, consistent with the spectroscopic results. The broadband afterglow emission is modelled with synchrotron radiation using a numerical algorithm and we determine the best fit parameters using Bayesian inference in order to constrain the physical parameters of the jet and the medium in which the relativistic shock propagates. We fitted our data with a variety of models, including different density profiles and energy injections. Although the general behaviour can be roughly described by these models, none of them are able to fully explain all data points simultaneously. GRB 110715A shows the complexity of reproducing extensive multi-wavelength broadband afterglow observations, and the need of good sampling in wavelength and time and more complex models to accurately constrain the physics of GRB afterglows.