If you listen carefully on that song Scarlet Heavens around the 4th minute there is a sound that reminds me the yell of the whales, is that just me or it's real whale sound?
Actually, I question the authenticity of a whale actually 'yelling'. I think it's just calling or something. I mean, they're not angry at anything (as far as we can tell.)
Deadhouse is a fucking fantastic example of great usage of sound effects. The whales on that song are so out of place, yet they fit perfectly, it's quite bizarre.