Bahamas Factoid: Not only does the primordial limestone composition of the Bahamas islands create a favorable environment for caves on land... it also boasts the uncommon feature of submarine caves, also known as Blue Holes! Our favorite blue hole to swim and dive is Dean's Blue Hole on Long Island, Bahamas. One fun Bahamas Fact is that Dean's Blue Hole is the world's deepest blue hole. It is located in the most picturesque little spot called Turtle Cove.