In Assassin's Creed IV: Black Flag, the pirate city of Nassau is on New Providence.
Nassau is presented as a major pirate stronghold in the Caribbean during the early eighteenth century. In the game, Edward Kenway visits and operates from the settlement while pirates attempt to create an independent haven beyond direct imperial control. The city becomes a recurring hub for missions, commerce and story events.
New Providence is an island in the Bahamas, and Nassau is its principal city in the real world. That geographic connection can be obscured by the game's large regional map, which also includes Cuba, Jamaica and many smaller islands. Havana is on Cuba, while Kingston is on Jamaica; neither is the island containing Nassau.
Black Flag blends real Caribbean geography with fictionalized characters and events. Its Nassau is inspired by the historical pirate republic associated with the Bahamas, but the game's exact chronology and personal stories are dramatized for the series' narrative.