Northfolk Island, Norfolk Island, New Zealand. Top:- Map showing the location of Anson Bay on Norfolk Island. The Anson Bay Road is located next to Jacobs Rock in Norfolk Island. Situated at the foot of one of the many steep cliffs directly on Anson Bay Road, it is less accessible than other beaches on the island, but the journey is worthwhile. and Anson Bay, is another fabulous way to get to know the landscape.