The first Europeans to enter the port were the crews of HMS Lady Nelson, commanded by John Murray and, ten weeks later, HMS Investigator commanded by Matthew Flinders, in 1802. Subsequent expeditions into the bay took place in 1803 to establish the first settlement in Victoria, near Sorrento, but was abandoned in 1804. Thirty years later, settlers from Tasmania returned to establish Melbourne, now the state’s capital city, at the mouth of the Yarra River in 1835 and Geelong at Corio Bay in 1838. Today Port Phillip is the most densely populated catchment in Australia with an estimated 4. 5 million people living around the bay; Melbourne’s suburbs extend around much of the northern and eastern shorelines, and the city of Geelong sprawls around Corio Bay, in the port’s western arm.