There was more than one Apollo mission and all of them that landed on the Moon splashed down in the Pacific Ocean, to be picked up by navy ships. A couple of earlier test Apollo flights landed in the Atlantic Ocean. For example, the Apollo 11 crew were picked up by the USS Hornet and if you've ever seen the TV footage of President Nixon talking to them in their quarantine capsule, that was on the ship in pretty much the middle of the Pacific.
Just out of interest, the Russians always did it on land and they still do, but that's not much differently dangerous. Coming down on the sea at high speed is just as much of a crash landing, as you will know if you've ever done a "belly-flop" dive into a swimming pool - it HURTS, doesn't it? The first ever Soyuz in 1967 killed the cosmonaut inside because it slammed into the ground at several hundred mph when the parachutes failed, but slamming into the sea wouldn't have been much different. Apollo relied on parachutes too but they always worked.
Anyway, the sea felt a bit safer and aiming for the sea meant they wouldn't crash on top of anyone's house when it's impossible to aim accurately. Russia can get away with that because they have so much empty space.