Arraial do Cabo is a coastal town in the state of Rio de Janeiro known for having some of the clearest waters in Brazil. We say that Arraial is the "Brazilian Caribbean" because the water is just THAT BLUE.
It is a great destination to go on a weekend trip from Rio. I highly recommend going on a boat trip in Arraial. During the winter, you are almost guaranteed to see whales as it is the season when they are usually crossing through this area.