"The Most Dangerous Game" by Richard Connell starts on a boat and ends on an island. The island is informally called "Ship-Trap Island" by sailors who routinely pass it, as the island has a reputation that wayward ships are regularly wrecked on its shores. (We discover later, of course, that the ships wreck on the rocks because they are tricked into doing so by General Zaroff.)
The ship's captain is Whitney, and his most important passenger is Sanger Rainsford. They are passing the island at night, but Rainsford can see the outline of the island.
"You've good eyes," said Whitney, with a laugh," and I've seen you pick off a moose moving in the brown fall bush at four hundred yards, but even you can't see four miles or so through a moonless Caribbean night.... It will be light enough in Rio," promised Whitney. "We should make it in a few days."
This is the only substantial clue we have about where Connell set this mysterious island. Ship-trap Island is apparently set in the Caribbean Sea, which is a sea of the Atlantic Ocean.