The Bay of Bengal is a large body of water located in the northeastern part of the Indian Ocean. It is bordered by India to the west and BURMA to the east. India and BURMA are two countries that share the Bay of Bengal as a common border. India is a country located in South Asia and is the second most populous country in the world. BURMA, also known as Myanmar, is a country located in Southeast Asia and is the largest country in mainland Southeast Asia.