The Dolphin Species Song (produced by the Dolphin Communication Project) lists all of the known dolphin species - set to the tune of Gilbert and Sullivan's Modern Major General.

Lyrics:

Spinner, spotted, southern right whale northern right whale bottlenose
Hector's, Risso's, Fraser's, Striped, Indo-pacific bottlenose
The humpback comes in maybe 3 or 4 or even 5 species
But there are many more than these so pay attention please

La Plata, Ganges, Indus, Amazon, and the Tucuxi too
These are the dolphins that live in fresh water rivers yes it's true
The Baiji once was on the list but now it's gone it don't exist
pollution made it disappear it will be very sorely missed

Beluga's not a dolphin but I thought I'd name it anyway
White beaked dolphins have a white beak which is why there' named that way
Commerson he named a dolphin Heaviside he named one too
if you're a famous scientist those are the things they let you do

the long finned pilot whale is not a whale no it's a dolphin too
the short finned pilot whale has slightly shorter fins oh yes it's true
The melon headed whale does not have melons for a head and
it's a dolphin not a whale I hope I'm not confusing you

they call the orca killer whale though it's a dolphin like the rest
there's clymene, rough-toothed, hourglass, and dusky I like them the best
The Irrawaddy dolphin swims in rivers and the ocean
it's a quite uncommon notion to this fact I can attest

Long and short beaked common dolphin Hector's, Peal's, and Black oh my
Pacific and Atlantic white sided and striped and Maui's kind
There's false and pygmy killer whale Australian snubfin's the new guy
and now I think I've named them all so next time I think you should try (less info)