this search brought up some intersting designs, you'll have towade throguh the toppers though
http://www.alltheweb.com/search?cat=img&cs=iso-8859-1&q=dolphin+cake&rys=0&itag=crv
This is a photo of a dolphin cake that I did recently. The photo isn't that great, but the cake was a big hit. I used a piece of newspaper and drew the outline of the dolphin onto it. I baked a 12 X 18 sheet cake, then laid the paper on top and cut around it. I used the knife to contour the edges, then increasingly darker icing. This cake is posted on this site and you can see it better. Good luck! 
here is my 3d whale- same idea
he was made from a full " sportsball" cake and a 2 loaf pans which i placed together and just trimmed to the right shape( freezing cakes helps) and then covered in bc and mmf- the tip of the tail is all mmf wasn't to hard- include whales in your search since it is the same basic idea which you can modify 
http://www.cakecentral.com/modules.php?name=gallery&file=displayimage&pid=94930
Hi, I also made a 3D dolphin, also just a "ball"pan (you can take any size you want, I think I made it with a 1,5 litre ball-pan), added some cake for the tale and made the mouth (don't know the real word for this) with fondant.
In the end I brushed some piping gel over it to give it this shiny, wet effect, worked really good.
Good luck with yours!!
It is in this link of my website:
http://www.tartacadabra.nl/3dtaarten/3D_Dolfijn.html
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