Whale

A Whale is a large aquatic mammal. Their first appearance in the Mario franchise is Super Mario Bros. 2.

Super Mario Bros. 2
Whales appeared in level 4-2 of Super Mario Bros. 2. Players can hop on their backs and gain elevation by standing on their blow holes as water sprays out. The water will hurt the player if they touch it from either side but a Star can be used to destroy the spout. Pink (blue in remakes) Snifits and Shy Guys patrol the backs of some whales. There is also one whale which has grass growing on its back. In the NES version, they are black with red eyelids, but in the SNES version and other subsequent remakes, they are purple.

Super Mario Land 2: 6 Golden Coins
In Super Mario Land 2: 6 Golden Coins, Mario has to go inside a whale and travel through it in order to reach and defeat the Octopus and obtain one of the Golden Coins.

The Super Mario Bros. Super Show!
A Whale briefly appears towards the end of The Super Mario Bros. Super Show! episode "Mario of the Deep". Here, King Neptune rides on the Whale, and uses it to body slam his temple, which Barra-Koopa has taken over, along with the rest of Aqua Land. After slamming into the wall several times, the Whale causes a piece of it to shatter away, which Mario, Luigi, Princess Toadstool and Toad are able to pass through. This Whale appears to be a Blue Whale rather than the variety of Whale from Super Mario Bros. 2.

Super Mario-Kun
A whale has made an appearance in volume 8 of Super Mario-Kun. Toad and Birdo ride on a whale that crashes through the sky literally. It flattens the Fryguy that is fighting Mario, Luigi, and Yoshi. The whale then takes Mario, Luigi, and Yoshi to a castle in the sky.

Paper Mario
An individual Whale appeared as a character in Paper Mario, where he aided Mario and his allies by getting them across the sea to Lavalava Island.

WarioWare, Inc.: Mega Microgame$!
The Whales from Super Mario Bros. 2 also appear in WarioWare, Inc.: Mega Microgame$! in one microgame.

Donkey Kong Country Returns
In Donkey Kong Country Returns and Donkey Kong Country Returns 3D, the level Blowhole Bound features whales that Donkey Kong and Diddy Kong can ride on. After freeing a whale from an anchor, the Kongs can ride on its back to cross the water along the shore of the islands. The whales are not very steady and often tilt along the water, allowing the primates to grab some collectibles hidden high in the air. The aquatic creatures sometimes head underwater as well, where the Kongs cannot swim, so the heroes have no choice but to use floating ship parts to progress. These ship parts are often destroyed by the fast-moving whales, so the Kongs have to travel across them quickly. By hand-slapping the whales' blowhole, the Kongs can force the whale to send water out that they can use to reach pickups in higher areas. The whales in the game look similar to a sperm whale.

Donkey Kong Country: Tropical Freeze
Whales, possibly of the same species as those that have appeared in the previous game, also live in Sea Breeze Cove from Donkey Kong Country: Tropical Freeze. This is evidenced by their silhouetted presence in the background of Amiss Abyss. However, they do not interact with the Kongs anyhow.

Super Smash Bros. for Nintendo 3DS
In Super Smash Bros. for Nintendo 3DS, the Whale from Paper Mario appears on the Paper Mario stage where he sprays water out of his blowhole, lifting the S.S. Flavion into the air.

Reference
Wal Balena