Dolphin shows, where sometime the audience participates. For example, a dance contest for kids where the winners get kisses from the dolphins. You can also swim with the dolphins for about CUC50. For further fee, you can get a photo taken by the employees—it's not allowed to take it yourself.
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A lake full of flamingos in the southeast of Cienfuegos. The entrance fee includes a guided walk to the lake explaining the flora and fauna (1h) and as well includes a boat trip on the lake to get closer to the flamingos (1h). Lake is surrounded by mangroves and ashore hummingbirds can be spotted. Go there early as it can get very hot and you will be exposed entirely to the sun when sitting in the boat. Cubanacan sells you the ticket but you have to find your own transport. A taxi is CUC20 both ways. Wait in the office for other tourists to share the taxi with.
An 18th-century fortress built to protect Cienfuegos against (English) pirates. There's an abandoned nuclear power plant behind the castle, built by the Soviets but never finished.
Walk along and hang out at the malecon (sea front) in the evenings.
Victorian theatre, built in 1890. Lots of original features, and very pretty. Also has a nice cafe.