The Gap at Twilight, Watsons Bay, Sydney, NSW, Australia. The Gap is a spectacular ocean cliff, in eastern Sydney, in the state of New South Wales, Australia. It is located in the eastern suburb of Watsons Bay, in the Municipality of Woollahra, near South Head. The Gap is famous not so much for its natural scenic beauty, but because it is the most well known suicide hotspot in Australia with a reported 20-50 suicides annually.