The U.S. Coast Guard is assisting in the search for a 66-year-old woman who fell overboard from a Royal Caribbean cruise ship Tuesday evening, officials said. The incident occurred around 9:40 p.m., about 17 miles (27 kilometers) north of Nassau, the capital of the Bahamas, an agency spokesperson told the Daily News. The Coast Guard has since entertained an HC-144 aircraft crew and an MH-65 Dolphin helicopter…