Cuba

Cuba is a country and largest island in the Caribbean. Its capital and largest commercial city is Havana.

Cuba is located to the south of the United States and the Bahamas, to the east of Mexico, the north of Jamaica and the Cayman Islands and to the west of Haiti.

History
During the Golden Age of Piracy, Cuba and the rest of the Caribbean were frequently visited and inhabited by pirates. The pirate-turned-Assassin Edward Kenway visited Cuba several times using his ship the Jackdaw.

Reference

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