Aside from Earth, Saturn's largest moon Titan is the only place in the Solar System with bodies of liquid on its surface that we've discovered so far, making it a rather attractive place to explore.
Step forward the Titan Submarine, a proposal that NASA has just awarded a second round of funding through their Innovative Advanced Concepts (NIAC) program. It is very much just a concept at the moment, but it is promising nonetheless.
Similar to an Earth-based submarine, the cylindrical vessel about the length of a car would plunge through the thick atmosphere of Titan and dive into its largest liquid hydrocarbon sea, Kraken Mare.
Read more in Jonathan O'Callaghan's "This Titan Submarine is one of Several Futuristic Projects NASA is Funding" or at nasa.gov. Thanks friend Nick for bringing this to my attention. I'd also like to chime in -- Wouldn't it be easier to develop these technologies on earth before we ship them to space?! :)