The octagonal building near Parliament Square was the Nassau Gaol (the old British spelling for jail), circa 1797. You're welcome to pop in and browse. The small prison cells are now lined with books. The museum has an interesting collection of historic prints and old colonial documents. Computers with Internet access are available for rent—$1.00 for 15 minutes, $4 for an hour.
Shirley St. between Parliament St. and Bank La., Nassau, New Providence Island, Bahamas