Bali is the name of an island and a province of Indonesia. The province includes the main island of Bali and a few neighboring islets, notably Nusa Penida, Nusa Lembongan, and Nusa Ceningan. It is located at the western end of the small Sunda archipelago, between the western Java and Lombok in the east. The capital of Bali, Denpasar, is located in the south of Bali island. finalcutfilm video.