From Wikipedia: http://en.wikipedia.org/wiki/Mafia_Island

Mafia Island ("Chole Shamba") is part of the Tanzanian Spice Islands, together with Unguja and Pemba. As one of the six districts of the Pwani Region, Mafia Island is governed from the mainland, not from the semi-autonomous region of Zanzibar, of which it has never been considered to be a part.