Dives Way off Key West
This is a collection of ten tiny islands, more mangrove than soil, and surrounded by lots of shallow water. The name comes from the Marquis de Cadierata, who commanded a fleet of ships in the 1600s. Several ships in his fleet sunk in the area, perhaps the most famous of which is perhaps the Atocha. The Spanish tried to recover their sunken ships in the 1620s, but they gave up after a while. It wasn't unto 1985 that Key West's Mel Fisher found the ships after years and years of searching and heart-wrenching trials and tribulations. He found gold gold gold treasure, worthy of your most fabulous sunken treasure daydreams.
The Islands themselves are uninhabited, so marine life is abundant. The Marquesas are 25 miles from Key West, so take a big boat and plan an overnight stay, of possible. Check US Coast Guard events, since sometimes they use this area as target practice.