There are a lot of steel (and other metal) choices for knife blades. If you can tell us more about what you would like to use your knives for, you will get better answers.
If you are willing to clean, dry, and oil your knife after it is exposed to moisture, many carbon steels will survive with minimal damage. If you plan on ignoring the knife after exposure to moisture, many of the stainless steels will resist damage from fresh water, some are resistant to damage by salt water. Cleaning off the salt and lightly oiling the knife will make damage much less likely.
A material like Boye Cobalt, Stellite, or Talonite, will not be damaged by salt water, and will hold it's edge a long time if you are cutting soft materials. This level of performance comes at a high cost, and cobalt is relatively soft compared to a lot of knife steels. If you plan on cutting hard materials, whittling wood, etc., one of the nitrogen hardened steels (H-1, X-15, Vanex...) might be a better choice, or even high carbon stainless like M390, if you are willing to provide a bit of care.
As to which steel will hold an edge longest/best, it will depend a lot on what you want to cut and how you cut it, but also on.. how refined (sharp on a microscopic level) an edge you want to be able to put on the knife, how much time you are willing to spend sharpening, how important corrosion resistance is, and how tough (chip resistant) an edge you want, oh...and cost. There is a balance between all these factors and a blade material that excels in one or more of these areas will require compromise in another.
I would suggest looking at the archives of some of the knife forums, like Blade Forums, for further info on this topic
