Henry Every, also known as Henry Avery, sometimes erroneously given as Jack Avery or John Avery, was an English pirate who operated in the Atlantic and Indian oceans in the mid-1690s. Where is Henry Avery's treasure buried? The largest single pirate haul in history, over £600,000 (approx. £80m today) worth of gold and precious jewels were taken from the ship. Deciding to retire to his native Devon, Avery supposedly buried the best of the Mughal's treasure in the cliffs near Lizard Point.