You will visit the embassy at least twice during the immigrant visa process. Once to complete Document Review and a second visit for your visa interview.Please read the following instructions carefully. The first step in applying for a U.S. nonimmigrant visa is to complete your application. Learn more about visa types . Complete the online visa application form,DS-160 . Upon arriving in The Islands of The Bahamas, everyone must fill out and sign an immigration form, keeping a portion of the card in hand until departing. Interview Waiver (Apply By Mail) Confirmation Letter. MUST present the approval notice along with written confirmation of date, time and confirmation code of the appointment at the US Embassy in Nassau. ii. You must complete and submit the DS-160 online.