Rated one of the top dives in all the Caribbean, Cane Bay is one of the few places in the U.S. Virgin Islands where shore diving is possible. You start on smooth white sand that gradually slopes downward as more coral heads and 19th century anchors appear. There is no doubt that you will find the wall because, after a short swim, the bottom literally drops away. The colorful reef is on one side and the bottomless blue is on the other.