pDrone footage captures dolphins Interacting with gray whales in Monterey Bay, California, on February 07.ppNancy Black, who operates Monterey Bay Whale WatchGowhales.com, told Storyful this was the first time she encountered Pacific white-sided dolphins playing with and harassing gray whales.ppThe dolphins seemed to enjoy buzzing the three whales to get them agitated and cause them to react, according to Black. The whales are not harmed, and the dolphins seem to delight in this activity, said Black. Credit: Monterey Bay Whale WatchGowhales.