This cay was once an exclusive retreat of millionaire Marion Carstairs who created her own small Spanish-styled village with adventurous roads, a church and museum. Next to Big Whale Cay there is Little Whale Cay, once the home of Wallace Grove a prominent financier, is now a bird sanctuary. Whale Cay was even once the site of a sisal and sponging plantation. Now much more laid back and quiet, one can almost have the island to themselves.