Watch as the first family arrive at Martha Vineyard. (from left Sasha,Barack,Malia, and Michelle) Check out where the first family stayed while vacationing at Martha Vineyard. Watch as the President and First Lady enjoy date night. The President has an early morning bike ride with the girls and his half-sis Maya Setoro-Ng. The girls watching 50ft above from the Gay Head Lighthouse. The first couple tours the Gay Head Lighthouse.