With all the adventures on the high seas of late, it is interesting to note that one player -- and only one -- in MLB history is listed as being born at sea. It was Ed Porray, who pitched for Buffalo in 1914. (Oh, why couldn't it have been the Pirates?).
Porray appeared in three games (the 95th anniversary of his debut is Friday) and went 0-1 with a 4.35 ERA.
Baseball-reference.com lists Porray's birthplace as "A ship on Atlantic Ocean."