wvafan - Since you'll be visiting Nags Head, I would suggest visiting the USCG station at Oregon Inlet after you get settled in. The station is about 10 miles south of Nags Head, on Hwy 12.
Except for the general broadcast messages on marine channels 16 and 21, any boat transmissions you will hear on VHF will likely come from units stationed at Oregon Inlet, although the range of your reception will be limited.
If you can strike up a conversation with the personnel on duty, and explain that you are simply on vacation and looking to hear some local USCG communications, they may be very helpful about which marine channels to monitor, and what assets (water craft) are currently assigned to the station.
Make sure you bring a copy of the marine channel numbers and frequencies with you on your trip, as most folks do not memorize "frequencies," but they do remember channel numbers.
Besides the Oregon Inlet station, the "group" headquarters is in Buxton, and there are also stations at Hatteras Inlet and Ocracoke Island.
USCG aircraft will generally come out of nearby Elizabeth City, so you might want to do some research on current VHF and UHF air channels for the CG in District 5 or nationally.
Oregon Inlet is also an operations base for commercial fishing and day-trip fishing boats, so a little time spent searching the marine channels there might yield some good frequencies to monitor.
Bodie Island is the name for the section of the Cape Hatteras Seashore along Hwy 12 that you'll travel. Along the way, you'll past a communications tower that is used by the Navy and other entities, including U.S. Customs. You might want to plug in 165.2375 and give it a listen.
Jeff Multer