With global data center energy consumption reaching 415 TWh in 2024 and projected to double by 2030 due to the artificial intelligence boom, a critical question emerges: where will we house this immense computational capacity? The compass of scientific and engineering research is pointing toward the open sea, where ocean depths offer a unique natural solution to both energy and cooling challenges. This article reviews the latest engineering frameworks for constructing underwater data centers, drawing on results from Microsoft's Project Natick, the pioneering Chinese model in Shanghai, and academic frameworks published in Nature Reviews Electrical Engineering. We analyze how these systems are transforming from mere concepts into massive metallic entities descending into the depths, becoming the essential infrastructure for the era of "green artificial intelligence."