Lyrics to Country Joe McDonald's song SAVE THE WHALES, have been posted in another thread, along with discographical information (click the link). Is that the one you had in mind, Ben? Its lyrics don't match those that Lucius quoted.

Country Joe's web site also mentions a song called LITTLE BLUE WHALE, but it gives no lyrics. Allmusic.com says it was on an album called "Goodbye Blues" (1994).

Also, Ben, when you said "it is by Joe Cocker"—I assume that was a mistake and you meant to say "Joe McDonald." I think the album you were referring to must be McDonald's "Into the Fray" because it contains both COYOTE and SAVE THE WHALES.

But anyway, I'm pretty sure it's not the song Lucius wanted.