A number of the cruise ship operators have their own "private" islands in the Bahamas, including Disney, Royal Caribbean, Norweigan Cruise Lines, Princess and others.  The word "private" is relative, since  you will obviously have a 'boat load' of people with you when you arrive, but then so will you when you arrive in Nassua or Freeport anyway!

Here is a link to each of those destinations for some insights from Cruise Critic.