This article is from the Dolphin
FAQ, by Jaap van der Toorn
Whales and dolphins can be found in almost every sea and ocean, from the Arctic ocean, through the tropics all the way to the Antarctic. Each species however has its own prefered type of habitat. Some live cold water only, others in tropical oceans only. There are also species that can be found in a large variety of environments, like the bottlenose dolphins, killer whales and sperm whales.
P.G.H.Evans (1987) The Natural History of Whales and Dolphins. Christoper Helm Publishers, London.