The Bay and Straits of Gibraltar are a natural breeding area for several types of dolphins. The highest concentrations are seen from November to January. Guided tours leave from the various marinas all year round, most tourists will get reasonably good views involving many dolphins during these trips.
Gibraltar is also visited by many migratory Humpback Whales, Sperm Whales, Killer Whales, False Killer Whales, Minky Whales, and Long Fin Pilot whales. You have to be very lucky to see any of these creatures.