A bay is a crescent-shaped inundation in the coastline. A headland is a cliff that juts out into the sea and has water on three sides.

Bays and headlands form through differential erosion, where soft rock is aligned with harder rock. The softer rocks are eroded quicker by the sea, giving them their shape.
Bays often contain a beach due to their low-energy constructive waves.
Headlands are often susceptible to the formation of caves, stacks, and stumps.
Example: Durlston Head and Swanage Bay, Dorset