The fish-like kraken might be whales, but those seem to be some kind of amalgamation of various aquatic creatures and not strictly whales or fish.
In Wrath of the Lich King
This section concerns content exclusive to Wrath of the Lich King.
Yet even their enemies marvel at the tuskarr's prowess and fearlessness in catching some of the most dangerous creatures in Northrend's frigid waters, including whales and giant squid. Not even the unnamed leviathans that lurk in the ocean's depths are beyond the tuskarr's reach.
Concept art of an undead whale.
Many sea creatures can be found dead on various shores in World of Warcraft, including giant turtles and threshadons. Two of these creatures, which have only been seen dead, have been identified as unknown types of whales. One is a large creature resembling a threshadon, and the other is a creature with legs and four eyes that is found around Pandaria. The skeletons of more traditional baleen whales can be seen throughout Vashj'ir.
In the RPG
Whales are sea mammals. They can be summoned by a druid in aquatic or watery environments as a nature's ally. Some varieties of these seagoing mammals are among the largest animals known. Relatively small whales (such as the orca) can be vicious predators, attacking virtually anything they detect. Whales can "see" by emitting high-frequency sounds, inaudible to most other creatures, that allow them to locate objects and creatures within 120 feet. A silence spell negates this and forces the whale to rely on its vision, which is approximately as good as a human's. A whale can hold its breath for a long time before it risks drowning. The tuskarr can point out every kind of whale imaginable and a few that may not be real, and they hunt all of them. Whales are considered a delicacy among magnataur, and those who are able to catch them frequently are highly respected.
A plankton-feeding whale between 30 and 60 feet long, such as gray, humpback, and right whales. These massive creatures are surprisingly gentle. If harassed or provoked, they are as likely to flee as they are to retaliate.
- Cachalot whale
- Orca whale
Porpoises are a small type of whale.
Manual of Monsters
In the Warcraft movie when the map of the Eastern Kingdoms is shown, there is an easter egg west of Stormwind: "Here be whales"