Arrival Of A Prize Steamer

JNew Yoiík, Juno 2. The prize steamer Nassau has arrived. She was captured by tho gunboats Stato of Georgia and Victoria while atlempting to run the blookade oñ Wilmiogtóo. She has a cargo of atnmnnition and Entield riflus. She as built in new York to run to Key Wust, and bas lately beun named Gordon. öho left Nassau on tho 23d, and was captured on the 27th. The robels aio bu.sv strengthenitig Fort Caswell, Noith Garoüua