Pirate's Cove is situated along the coast across the bay from Brendam. Centuries ago, pirates buried their treasure inside nearby caves after their voyages to Sodor.
The Sodor Maritime Museum is located nearby.
It only appeared in the tenth season episode, Thomas and the Treasure and the eleventh season episode, Thomas and the Storyteller.
The Sodor Maritime Museum
The Cave as seen in the eleventh season
Take-n-Play Thomas at Pirates Cove