Yes, most of Jaws 3 - D was filmed at the Orlando Park. All the lagoon shots with the beach were not in Orlando as mentioned before.
The underwater control center and bar scenes were shot in what's now Sharks Underwater Grill. If you go into the restaurant, the small room with tables on the far right looking at the sharks is where Jaws busted through the glass near the end. No, the glass didn't really break, but 1980's special effects technology sure made us think it did!
The ski scenes were filmed at Bayside Stadium and back then, people could swim in the water and they had bumper boats and a beach. It's now where the walkways and Waterfront area is located.
The scenes with Shamu (very few) were shot at what is now the Dolphin Stadium. That used to be Shamu's home until they built the larger stadium and pools for the killer whales years later.
General Park shots were shot all over the park, it was decked out for the movie.
Oh, one last thing, the two dolphins who survived the huge shark Molly and Dolly (I think that's their names) are still at the park, but at Discovery Cove. We did a dolphin encounter there with Molly. The trainers there told us that she was in Jaws 3 and it was neat to know that we were being pulled back to the man made shore by a movie legend!
If you go to the park and go into Guest Services, there are photos on the wall from filming. Pretty interesting to look at for a few minutes!