Located in the SE Bahamas it is debatable if Christopher Columbus first set foot on San Salvador or Rum Cay. Indians, Pirates, Spanish sailors, Loyalists, Americans...and Canadians...this island is rich in history! Rum Cay was originally called Santa Maria de la Concepcion until a ship laden with rum wrecked close by and kegs of rum washed up on shore. It then became known as Rum Cay!