Looking down on Albany from Mt. Melville. Albany is a city at the southern tip of Western Australia. It's known for its beaches, such as popular Middleton Beach. East of the city, Two Peoples Bay Nature Reserve is home to secluded Little Beach. Albany’s Historic Whaling Station, a former whale processing plant, now houses a museum. Migrating whales pass off the coast at Torndirrup National Park, where steep cliffs give way to dramatic rock formations.