- Coco Cay is a private island leased by Royal Caribbean. They usually anchor about a mile off shore and tender the passengers in for a barbeque lunch. It's a great place to stretch your legs. br br Filmed on Location: Coco Cay -- Bahamas. br br Music: "Montuno" by Emmett North Jr () br br • Category - Travel & Events br • License - This work is licensed under a Creative Commons Attribution-NoDerivs 3.