[mccary]

In the States, no government license (read: Coast Guard operator's or captain's license) is required unless you're carrying passengers of freight for hire (meaning you're making money for the trip). So you can sail wherever you like if you're just carrying you and a crew, and they're not paying for the trip beyond just sharing expenses.

Not quite true... here in Maryland to operate a vessel you must have passed a State Safety course IF you were born AFTER July 1st, 1972.
Maryland Boating Safety Course and Exam - Official Boating License and Boater Safety Course

I am sure some other states have similar laws.