The famed German naturalist and explorer Alexander von Humboldt was the first to document the ocean current that explains why the adorable, nattily plumed penguins favor this part of the Chilean and Peruvian coasts—the water brings oodles of anchovies, sardines, and crustaceans along with it. (Both the current and the penguins were eventually named for Humboldt.) The reserve includes three islands—Damas, Choros, and Chañaral. From the boats bound for Punta de Choros, visitors can catch glimpses of dolphins, whales (including humpbacks and blue whales, especially in January and February), and frolicking sea lions.