This is done at Madh jetty in Mumbai . This is close yet far from Mumbai. If you take Ferry Boat from Versova Mumbai ( which charges only 2 rupees per person probably cheapest transport available) you will reach here in few minutes or you can spend few hours driving to this spot.
Madh is also common spot for film shoots and there some bunglows here which are rented out for shoots. I have done this painting somewhat away from actual jetty as there traffic of boats is high and before you could even draw the boat it disappeares. What you see in backdrop are Mumbai highrise buildings