It is well-established that mitochondria, a certain structure inside of most eukaryotes' cells, are descended from some long-ago alpha-proteobacterium that was "eaten" by some proto-protist and that took up residence inside -- endosymbiosis.
It is also well-established that chloroplasts, or plastids more generally, are descended from some cyanobacterium that was "eaten" by some early protist and that took up residence inside, but that cyanobacterium's closest relatives have been harder to find.
Early photosynthetic eukaryotes inhabited low-salinity habitats - 1bc928af613138b184857fa661fe76c71153.pdf Identifies that closest relative as the freshwater cyanobacterium Gloeomargarita. That organism was discovered in 2012 (Candidatus gloeomargarita lithophora - microbewiki), and some more researchers come to that conclusion about it: An Early-Branching Freshwater Cyanobacterium at the Origin of Plastids: Current Biology
That organism was found in a lake in Mexico, and close relatives of it live in freshwater microbial mats elsewhere. The authors of the first paper took a phylogeny and worked out the likely habitats of ancestral cyanobacteria and ancestral eukaryote algae: both freshwater. So that's where the "eating" took place.
However, some descendants of both have moved into the oceans.
It must be noted that only some photosynthetic eukaryotes have an all-cyanobacterium chloroplast. These are the Archaeplastida, with their "primary endosymbiosis". Other ones have turned other eukaryote algae into their chloroplasts, making "secondary endosymbiosis".
The Archaeplastida have phylogeny (glaucophytes, (red algae, green algae))
Glaucophytes have chloroplasts more like cyanobacteria, with cell walls that the other Archaeplastida chloroplasts lack. This is presumably a leftover from the chloroplasts' ancestors. Glaucophytes also live in freshwater.
Red algae (Rhodophyta) are mostly marine, while green algae (Viridiplantae) have a split between Chlorophyta (lots of marine ones) and Streptophyta (all freshwater). The Streptophyta include stonewort algae like Chara, and also land plants (Embryophyta).
So in summary:
Early cyanobacteria (freshwater) -> later ones (freshwater, marine), chloroplasts
Cyanobacterium "eaten" to make a chloroplast (freshwater) -> descendants (freshwater, marine).
Land plants and their closest aquatic relatives are all freshwater, inheriting this ancestral state.
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