Without further ado, let's dive into the story of Chessie, the best urban legend in Maryland. yvonne navalaney - stock.adobe.comAnother thing about the Chesapeake Bay: it's vast. We're talking, of course, about Chessie, an unidentified sea monster believed to live in the depths of the Chesapeake Bay. The next time you explore the region, you might want to keep your eyes out for something unexpected—a glimpse of Maryland's best urban legend. For more fascinating information about the history of the Bay, you'll want to check out Maryland's Chesapeake Bay Museum.