Black and white lantern slide of the bay of Biscay in the evening - Visit to Madeira. Part of Box 125 - Madeira. Boswell Collection. The Bay of Biscay is a gulf of the northeast Atlantic Ocean located south of the Celtic Sea. It lies along the western coast of France from Brest south to the Spanish border, and the northern coast of Spain west to Cape Ortegal, and is named in English after the province of Biscay in the Spanish Basque Country.