The Bahamas

The Bahamas, officially the Commonwealth of the Bahamas, is a country consisting of more than 700 islands, cays and islets in the Atlantic Ocean, located north of Cuba and Hispaniola (the Dominican Republic and Haiti), and to the east of the US state of Florida.

During the Golden Age of Piracy, the Bahamas, like the rest of the Caribbean, was a common hangout for pirates, specifically the country's capital of Nassau.

Reference

 * GameInformer - Assassin's Creed IV: Black Flag preview