Albinistic, leucistic, and partial varieties of both pop up in many species. Easily the most famous is Australia's white humpback Migaloo, a draw for locals and tourists every time he appears. Of course, he has a website. An all-white calf, sometimes nicknamed Migaloo Junior although not related, is also known to be living.
Several white cetaceans, most famously a dolphin named Carolina Snowball, have been kept in captivity. Snowball's story, recounted here, was not a happy one: pursued by an expedition intended solely to capture her, netted along with her baby, she was caught in 1962 and died three years later after drawing big crowds but refusing to learn tricks.
Marine biologist Kate Redman posted the link to this item, on white harbor porpoises and oddly colored common dolphins.
This is just a fraction of the examples in recent literature. An all white-cetacean can do quite well in the wild (witness of course the beluga, an entire species of mono-colored animals). Now that more and more nations are banning the capture of wild cetaceans, we hopefully will not see a repeat of the Snowball affair.
Migaloo (posted on phys.org with no copyright statement)