Among all free diving warm blooded animals they go the deepest. They dive to depths 25 times deeper than their other equally famous and endangered cousin the blue whales. The blue whale is the largest known animal to have ever inhabited the earth.
To give an idea of how deep they dive, here is a picture http://i.imgur.com/ESp2j.jpg It needs to be magnified for perspective and for the little surprise at the bottom.
It is interesting how they manage to hold their breath for so long and yet manage to survive the bends (decompression sickness).
The whales are seriously challenging our assumptions about animal intelligence, empathy, society, culture and language. For a long time we believed that the primates were at the top. Search Ted talks and youtube for dolphin intelligence, dont miss the Attenborough ones. For lack of a better word they are just amazing.
Dolphins are for example known to build difficult to make toys (air bubble vortex rings) just to entertain themselves.
They have to discover how to make it. Sometimes they can be quite possessive, they would break the toy if someone not so knowledgeable wants to play with it. Once a dolphin figures it out how to make one, his/her peers eventually figure it out too. So it kind of spreads within a group like fashion. This behavior has been observed both in captivity and in the wild.
Dolphins in captivity try to imitate us and seem to have no trouble mapping our body parts to theirs. A story goes that a scientist observing an young dolphin from an underwater portal had blown a cloud of cigarette smoke at it. The dolphin promptly went to the mother and did the same to the scientist with milk ! It is now strongly believed that they call each other by name. They try to imitate human speech which takes enormous effort on their part because unlike for example parrots their vocal tract is not conducive for this at all. People believe this to be an indication of their strong desire to communicate with us.
And they originated from ungulates: hoofed warm blooded animals. It came as a surprise to me that that there were hoofed carnivorous animals.