They are to be found in the Mediterranean Sea, I have yet to see them anywhere else.
The common Caribbean Octopus is the one you'll see, and if you are in the right place, you can't miss. Shallow night dives are the key, go around and look in the grey moonscape and broken Coral rubble. STAY SHALLOW... and I mean 2 to 10', look for places with piles of broken Crustacean shells (kind of like chicken bones at a tailgate party).
Not to say that they aren't there... it's a big Ocean.
We commonly see five or so critters that "the books" never mention the Bay Islands as a typical region of inhabitation. Ten years ago on Roatan we spotted a 30' long worm~ and that only seemed to be a big deal just last year when someone reported seeing one in the Bahamas to the National Geographic.
The more you dive, the more you'll see.
Hopefully someone here knows more.
