Fish fry is a thing here in Rochester, but at Captain Jim’s Fish Market, you don’t have to wait until Friday to get your RDA of French fries and cole slaw, because this barebones and predominantly takeout spot offers fish fry on other days, too. And more than just fish gets fried; so do clams, shrimp, scallops, and oysters. Oh, not down with having your seafood immersed in hot fat? Get it baked instead. Basically, you have options... including the choice to pick up a pound or two of fresh seafood and make it yourself at home.