Waterworld

After the melting of the polar ice caps in the 21st century, the sea levels on Earth have covered every continent on Earth. Four hundred years later, the remnant of human civilization lives on ramshackle floating communities known as "atolls", having long forgotten about living on land, though some believe a mythological "Dryland" exists somewhere in the world.
The Mariner (Kevin Costner), a lone drifter, arrives at one such atoll on his trimaran to trade dirt, a rare commodity, for other supplies. The atoll's residents realize the Mariner is a mutant with gills and webbed feet, and decide to drown him in a brine pool. Just then, the atoll is attacked by Smokers, a vicious band of raiders who are seeking a girl named Enola (Tina Majorino) who, according to their leader the Deacon (Dennis Hopper), has a map to Dryland tattooed on her back. Enola's guardian, Helen (Jeanne Tripplehorn), attempts to escape with Enola on a gas balloon with Gregor (Michael Jeter), an inventor, but the balloon is released too early. Helen rescues the Mariner and insists he take the two of them with him.
The three escape to open sea. They are pursued by the Smokers, and though they escape Helen's impetuous actions result in damage to the Mariner's boat and he angrily cuts her hair. As time passes, the tensions between the two females and the loner Mariner begin to ease. Later, Helen explains that she believes humans once lived on land and that Dryland must exist somewhere; when the Mariner denies her belief in Dryland, she demands to know where the Mariner collected his dirt. He assembles a diving bell and dives with her, showing the remains of a city and the soil on the ocean floor. When they surface, they find the Smokers have caught up to them, and the Deacon threatens to kill them if they do not reveal where Enola is hiding aboard the boat. Enola is tricked into revealing herself; the Mariner takes Helen and they dive underwater to avoid capture, with the Mariner helping Helen to breathe. When they surface, they find that Enola has been taken and the boat destroyed. Gregor manages to catch up to them in his balloon and rescues them, taking them to a new makeshift atoll with the survivors of the first attack.
When the new atoll's members refuse to help Helen rescue Enola, the Mariner takes a captured Smoker jet ski to chase down the Deacon aboard the hulk of the Exxon Valdez, where the Deacon and his Smokers are celebrating Enola's capture and the promise of reaching Dryland. With most of the Smokers below deck to row the tanker, the Mariner confronts the Deacon, threatening to ignite the reserves of oil still on board the tanker unless he returns Enola. The Deacon calls the Mariner's bluff, knowing that that would destroy the ship, but to his horror the Mariner drops a lit flare down a shaft into the oil. The resulting explosion engulfs the lower decks of the ship in flames and the ship starts to sink. The Mariner rescues Enola and they escape by a rope from Gregor's balloon. As the Mariner brings Enola to Helen, the Deacon manages to grab the rope to escape the sinking ship. He fires at the balloon, shaking Enola from the balloon and causing her to fall back into the ocean, and he quickly rejoins with his men on jet skis to capture her. The Mariner makes an impromptu bungee jump from the balloon to grab Enola before the Deacon can, and the Deacon and his men collide and are killed in the resulting explosion.
Gregor has been able to identify the tattoo on Enola's back as coordinates with flipped directions. The Mariner, Gregor, the original atoll's law Enforcer, Helen and Enola discover Dryland, the top of Mount Everest, filled with vegetation and wildlife. They find a crude hut with the remains of Enola's parents. As they prepare to settle in their new home, the Mariner decides he cannot stay, as the sea calls to him, and departs.

Question: Where did Mariner & Helen escape to avoid capture?
Answer: The Mariner takes Helen and they dive underwater to avoid capture