The whale-watching boat is not actually the bargain option in the Azores. The clifftop path beside the harbor, free and open before sunrise, sometimes shows you more animals than the boat does. Here is what wildlife watching on these islands really costs, in money and in planning. Whale and dolphin watching: the paid centerpiece Sperm whales, common dolphins, bottlenose dolphins, and Risso’s dolphins live in Azorean waters year-round, and blue, fin, and sei whales pass through from March to June on their spring migration.