When we were in Chicago we didn't go the the aquarium because they keep belugas, and I couldn't stand to see it. I remember seeing Cuddles the killer whale in Dudley (?) when I was a kid, and dolphins singing happy birthday to me at Whipsnade (or Coventry, I can't be sure).

If anyone is any doubt about the cruelty of keeping cetaceans in captivity, then I recommend the oscar-winning documentary The Cove.