There are a number of places in the world, both bays and communities, known as West Bay.
Americas
Canada
West Bay (Newfoundland and Labrador)
West Bay, Nova Scotia (disambiguation), multiple places
West Bay, Ontario, an Ojibwe First Nations reserve
Cayman Islands
West Bay, Cayman Islands, a town on Grand Cayman.
United States
West Bay (Michigan), an arm of Grand Traverse Bay.
West Bay (Texas), a bay in Texas separated from the Gulf of Mexico by Galveston Island
West Bay (San Francisco Bay Area), the peninsula containing San Francisco, California
Antarctica
West Bay (Fallieres Coast), a small bay within Marguerite Bay, Fallieres Coast.
West Bay (Heard Island), a small bay on the west coast of Heard Island.
Qatar
West Bay (Doha), a bay in the capital, Doha, in which the West Bay Lagoon is located, and the name of an area in the capital.
United Kingdom
West Bay, Dorset, formerly known as Bridport Harbour, approximately two miles from Bridport on the Jurassic Coast in Dorset, England