Enjoy the fun in the Sun! Assateague State Park, Maryland’s only ocean park is located on Assateague Island, a barrier island bordered on the east by the Atlantic Ocean and on the west by Sinepuxent Bay. Two miles of ocean beaches make this park popular for camping, swimming, beachcombing, sunbathing, surfing and fishing. The island’s bay side offers canoeing and kayaking in secluded coves and marsh areas with unbelievable wildlife viewing opportunities. The Assateague wild ponies are among the favorite inhabitants of the island, as well as, sika deer.