I was reading up on the reporting requirement at the Homeland Security site and found this interesting bit of info.
Any small pleasure vessel leaving a United States port into international or foreign waters, without a call at a foreign port, does not satisfy the foreign departure requirement. Therefore, certain fishing vessels, cruises to nowhere, or any vessel that leaves from a United States port and returns without calling a foreign port or place, has not departed the United States.
http://www.cbp.gov/xp/cgov/travel/pl...t_overview.xml
Mike