This was taken from the Ferry. Alcatraz is commonly known as the Rock, since it is only 12 acres in size, and sits about a mile or so into the bay from San Francisco. The main reason it was considered inescapable was because of the bay itself. The currents around the island are very strong, and can sweep you out to sea, plus the water is very cold.
And if the currents and hypothermia didn't get you, the sharks did. Great picture!
Actually, while there are sharks in the bay, none of them could do any harm to humans. They just said sharks to make the inmates think of great whites and other deadly sharks, to make sure no one tried to escape.