Some whales are known to communicate with each other by making noises underwater. Some only make clicking noises, while others make whole "songs." Some notable vocal whale species include humpback whales, sperm whales, and toothed whales. It's also thought that whales communicate by taking part of their body out of the water, as is commonly seen when whale watching. For more on whale vocalization, see this Wikipedia article:

Most whales can create sound such as grunts, hums, moans, clicks and ?songs? that can be very load and be heard for many miles underwater.Some sounds cannot be heard by humans because they are very low frequency and below the range of human hearing. The sounds can be for locating food, finding other whales or letting other whales know who is around.