Waldegrave Islands is an island group in the Australian state of South Australia located in the Investigator Group about 2.5 kilometres northwest by west of Cape Finniss on the west coast of Eyre Peninsula. The group consists of Waldegrave Island, Little Waldegrave Island and according to some sources, a pair of rocks known as the Watchers. The group is notable as a breeding site for Australian sea lions and Cape Barren geese. The group has enjoyed protected area status since the 1960s and as of 1972 has been part of the Waldegrave Islands Conservation Park.

Anxious Bay is a bay in the Australian state of South Australia located on the west coast of Eyre Peninsula about 275 kilometres west north-west of Adelaide. It was named by Matthew Flinders on 21 February 1802. It is one of four ‘historic bays’ located on the South Australian coast.