This statue of three breaching dolphins is the entrance to the Underwater Explorer’s Society near Port Lucaya Marketplace. The favorite excursion at UNEXSO is Swim with Dolphins. This is unlike most experiences where the marine animals are captive in a pool. Instead, you travel by boat to a nine-acre lagoon in Sanctuary Bay and then swim among bottlenose dolphins in their natural habitat. Other options include snorkeling and scuba diving.