NASSAU MAPS Nassau is actually the capital city of the Bahamas, and is located on an island called "New Providence", but no one refers to New Providence, when describing the island, but simply say "Nassau" New Providence, the main city of which is Nassau, is in the midst of the archipelego called "The Bahamas: Note that Nassau is in the northeastern part of the island of New Providence, and Paradise Island, is just over the bridge from Downtown Nassau. Atlantis, the world famous resort, is in Paradise Island The cruise ships come in around the top of this map; most people stroll the area around Bay Street, where a lot of shops are located.