According to a news report released by CNN, a dolphin named "Moko" led a mother and calf pair of pygmy sperm whales back to sea after they had repeatedly stranded themselves on a sandbar near Mahia Beach off New Zealand. The story hails the dolphin as a hero, and while such anecdotes might be heart-warming there's no way to tell from the report just what happened. It could be that Moko came in to investigate, swam out back to sea, and the whales followed (bypassing the route that had previously led them to be stranded).
Perhaps Moko did try to communicate something, but whether any signals would be understood by the whales is unknown (even though dolphins and larger whales have been reported to play with each other, I don't know of any scientific studies of these phenomena). I would guess that there's a much simpler explanation for what occurred, Moko being a "hero" by accident rather than by any actions undertaken, but with so little information there's simply no way to be sure.
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I'd be curious to know about any studies about "heroic" dolphin behavior. From my personal experience, I know divers often dislike the little buggers because their "play" behavior involves a few thousand pounds of dolphin slamming into a hundred or so pounds of human. I suppose it is possible that dolphins of certain species or even individually do legitimately and purposefully help other organisms but I don't know of any specific research on the topic.
Dolphins have been fishing cooperatively with humans for a long, long time, and there have been some studies of cooperative fishing. That probably counts as purposefully helping other creatures, though they do it because they get more fish than they would otherwise. Most papers about dolphin interactions with other species have involved analyses of 'swim-with-dolphin' programs, but I'm not aware of any documenting helpful behavior towards other species of cetaceans. There is one report, however, of bottlenose dolphins occasionally killing harbor porpoise calves off the coast of Britain, and further investigation showed that this population was also killing some of their own calves.
There might be more info for you on the BBC story:
http://news.bbc.co.uk/1/hi/world/asia-pacific/7291501.stm
Smith seemed fairly adamant that there was some degree of deliberate communication going on. As you say, impossible to know, but really, it is interesting, especially given other stories.
Dolphins have an interesting range of behaviors. Specifically for Patrick, I would note that there have been anecdotes of dolphins rescuing drowning humans, or rescuing humans from sharks, going back to Ancient Greece, and I would be extremely surprised if someone somewhere hadn't tried to collate reports and study modern rescue behaviors. And I have heard of bottlenose dolphins "coming to the aid of" stranded whales and guiding them back out to open water before, in 1983 or 1984 in New Zealand.
But then, you can contrast this to the well-documented murderous thuggery of the Moray Firth bottlenose dolphins (which basically kill harbour porpoises partly for fun, apparently, and partly as "practice" for more effective infanticide amongst their own kind), and collate reports of the kind of harassment which wild dolphins suffer from human swimmers and pleasure fisherman, and the harassment that dolphins are capable of dishing out in return...
They are big-brained, socially-oriented complex animals with a complex communication system and a lot of behavioral flexibility. Frankly, there's almost nothing I would put past them. Well, except for communicating with the Atlanteans via crystals, maybe, which I do find to be a bit of a stretch. Or building a fire. Bet they can't build a fire. ;-p
Unless there is some obscure country with a different accepted spelling, you spelled "sea" wrong twice. The other comments are right, dolphins are meaner than most like to think, don't trust them with your babies.
I've never heard of pygmy sperm whales. Weird.
The NZ Department of Conservation worker who was there at the time says that Moko 'dragged' the pair by their flukes. He was interviewed on our national TV news yesterday evening.
There are far fewer tales of dolphins dragging sailors farther out to sea.
When one considers that sailors thus treated are far less likely to survive and recount their tales than ones that are brought closer to shore, it becomes less obvious that dolphins are trying to either help or harm. If they're just playing around randomly, and sometimes happen to do someone a good turn, we'll hear about it - if a bad turn, we probably won't.
We have no need of the hypothesis of altruistic dolphin behavior.