Massachusetts is nicknamed "The Bay State" because of several large bays, which distinctly shape its coast: Massachusetts Bay and Cape Cod Bay, to the east; Buzzards Bay, to the south; and several cities and towns on the Massachusetts–Rhode Island border sit adjacent to Mount Hope Bay. At the southeastern corner of the state is a large, sandy, arm-shaped peninsula, Cape Cod. The islands Martha's Vineyard and Nantucket lie south of Cape Cod, across Nantucket Sound. Central Massachusetts features rolling, rocky hills, while Western Massachusetts encompasses a fertile valley and mountains surrounding the Connecticut River, as well as the Berkshire Mountains.