It's always good travel fun to peek over a border, particularly when the other country is off limits like Saudi Arabia. Though Bahrain is an island, it has been connected to Saudi Arabia with series of bridges, called the King Fahd Causeway. The border is in the middle on an artificial island, called Passport Island. You can visit the island, whether or not you are going to Saudi Arabia and have look around (only on the Bahraini side). Since the island is halfway between the two countries, there are 12 km to the Saudi Arabian mainland, meaning there isn't an awful lot to see, beside a tiny Saudi Arabian skyline in the hazy horizon. However, there are two watch towers under construction, so the view might improve slightly in the near future.