Body of woman in bathing suit found on rocks near Flagship Resort in Atlantic City, NJ

ATLANTIC CITY, New Jersey (WPVI) -- Police in Atlantic City, New Jersey, are investigating after a woman's body was found near the Flagship Resort.

"Surprised by what we saw down here -- a lot of caution tape, and a lot of police vehicles, and a tent covering that area," explained Jennifer Ganley, who is vacationing from Bedminster NJ.

The body was discovered around 5:30 a.m. on Thursday in the unit block of N. Maine Avenue on the rocks behind the resort, according to police.

People staying at the Flagship did not expect to wake up to a police investigation.

"You could see other people in the balcony watching shocked. I've been bringing my kids, so the family can get together on the beach for at least six years, so this morning it was a little shocking," said Ganley.

The woman was wearing a bathing suit when she was found.

"Oh my God...what? That throws me off, especially in this area. What would a woman be doing around here with a bathing suit? You can't swim around here. The most you can do is fish or walk on the rocks," questioned Talira Williams of Atlantic City.

Security at the Flagship resort turned over their surveillance video to police.

They said the video shows a car pulling up just after 2 a.m., three women and two men get out. They walk the boardwalk. About 20 minutes later, the video reportedly shows just two men returning before getting in the car and driving off.

It's unclear if this woman was part of that group.

"You have your good and your bad parts. This is relatively a good area to walk, to ride your bike, to fish, and be outside," explained Darin Vinson of Atlantic City.

It's still unclear how the woman ended up on the jetty.

Police have not released her identity or her cause of death.

The incident remains under investigation.