Madagascar Adventures, An Island Country. The republic is located in the Indian Ocean, off the southeastern coast of Africa. Closest neighbor is Mozambique in Africa. There’s certainly a Madagascar adventure that’s perfect for you. From hiking to the very top of lemur-filled mountains, to kayaking, snorkeling, scuba diving and fishing in the ocean. The high winds along Madagascar’s northern coast have put it on the map in a big way with wind- and kite-surfers. Those in the know say the conditions are world-class. Madagascar is one of the world’s most famous destinations for natural history travel. The island has a very large diversity of flora and fauna, including the iconic Baobab tree.