Whales are huge oceanic mammals. Due to their size they have relatively large brains. We all know that whales are well known for their "songs". The part of the brain responsible for singing (communication) is also responsible for language. So if there is a language then there should be jokes.
I was watching a programme on Discovery channel the other night. They showed that whales change their mating songs year after year. It is like we changing our music styles like 70's 80's etc. In another show I learned that dolphins call each other by name (using a different clicking sound for each member of their pod).
Due to the complexity of the whale songs they were included in the Voyager Golden Records
http://en.wikipedia.org/wiki/Voyager_Golden_Record