The boat scenes in Highlander were filmed on Loch Shiel near Glenfinnan. From Fort William go west on the the A830 until you reach the Glenfinnan Monument at the head of Loch Shiel. From the large car park cross the road and follow the path to the monument and the location can be seen from the edge of the loch directly in front of you.
The scenes following Connor's walk under the water were filmed on the small tree covered island in Loch Shiel.
You can take wildlife and historical cruises on the waters of Loch Schiel. The boats may not be fancy yachts, but they are the best way to visit this remote area of the Highlands of Scotland. If you have always wanted to experience the splendor of luxury yacht charters, there are many other options to choose from in Scotland.