From the longer Wikipedia page 
The Federation of Saint Kitts and Nevis (i/seɪnt ˌkɪts ænd ˈniːvɪs/; also known as the Federation of Saint Christopher and Nevis), located in the Leeward Islands, is a federal two-island state in the West Indies. It is the smallest sovereign state in the Americas, in both area and population.
The capital city and headquarters of government for the federated state is Basseterre on the larger island of Saint Kitts. The smaller island of Nevis lies about 2 miles (3 km) southeast of Saint Kitts, across a shallow channel called "The Narrows".
Historically, the British dependency of Anguilla was also a part of this union, which was then known collectively as Saint Christopher-Nevis-Anguilla. Saint Kitts and Nevis are geographically part of the Leeward Islands.