Dolphins were the second most intelligent species of planet Earth, coming in only behind Mice. Earthlings have always assumed that they are more intelligent than Dolphins because they've achieved so much - the wheel, New York, wars and so on - whilst all Dolphins ever do is muck about in the water having a good time. But conversely, Dolphins have always correctly believed that they are far more intelligent, for precisely the same reasons. It is believed that they are the descendants of Piskyon colonists from Jupiter's moon Enceladus.
Curiously enough, Dolphins had long known of the impending destruction of planet Earth by a Vogon Constructor Fleet and made many attempts to alert mankind of the danger; but most of their communications were misinterpreted as amusing attempts to punch footballs or whistle for tidbits, so they eventually gave up and left the Earth by their own means shortly before the Vogons arrived. The last ever Dolphin message was misinterpreted as a surprisingly sophisticated attempt to do a double-backwards-somersault through a hoop while whistling the "Star Spangled Banner", but in fact the message was this: So long and thanks for all the fish.
Following the planet's destruction, Dolphins somehow pulled an alternative version of Earth into Dimension Q to replace it, with one small difference: their absence. Their current whereabouts are unknown.