Consider a finite set of vectors $\{v_i\}_i\subset\mathbb R^n$.
This set is linearly independent if $\sum_k \alpha_k v_k=0$ implies $\alpha_k=0$. Geometrically, I understand linear dependence as stating that a set of vectors is contained in a hyperplane passing through the origin.
On the other hand, we say that $\{v_i\}_i$ are affinely dependent if $\sum_k \alpha_k v_k=0$ for $\alpha_k$ not all zero and such that $\sum_k\alpha_k=0$. Is there a similar geometrical intuition to visualise when a set $\{v_i\}_i$ is affinely dependent/independent?
Your characterization of linear (in)dependence is not quite correct. Every set of vectors is contained in some kind of hyperplane through the origin, namely its span.
Instead, I would say that a finite set of vectors is linearly dependent if they lie in a hyperplane through the origin whose dimension is less than the number of vectors in the set.
And in a similar vein, a finite set of points in $\mathbb R^n$ is affinely dependent if it lies in a hyperplane whose dimension is less than the number of points in the set minus 1. Thus, 3 different points on a line are affinely dependent, but 2 different points on a line are affinely independent.
There is another nice geometric picture of affine independence: