This article says it's only the third confirmed hybrid between species in the family Delphinidae in the wild. That surprised me, but I looked up my own work on this, and it may be right, as I see this:
Robin Baird wrote in 1998 that a fetus recovered from the corpse of a Dall’s porpoise (Phocoenoides dalli) proved to have an unusual father: a harbor porpoise (Phocoena phocoena). Baird found this particularly intriguing because there are several other reports of unusually pigmented cetaceans with the general size and form of Dall’s porpoises. Although Dall’s porpoises are notably variable in their pigmentation, Baird suggests some of these cases are due to ongoing hybridization with harbor porpoises. Another intergeneric hybrid, this one between the long-beaked dolphin (Delphinus capensis) and the dusky dolphin (Lagenorhynchus obscurus) was nabbed off Peru.
In 2001, an apparent hybrid between a dusky dolphin and a southern right whale dolphin, Lissodeplhis peronii, was photographed among a school of duskies. This very unusual-looking animal was about seven feet long, larger than normal for a dusky. It sported a solid black upper body and was completely white underneath, lacking the intermediate shades normally present on a dusky’s body. On the other hand (or flipper), it had black pectoral fins, whereas the right whale dolphin’s are white, and it had a small triangular dorsal fin. Right whale dolphins have no dorsal fin at all.
Finally, three odd-looking dolphins which washed up on an Irish beach in 1933 were identified by one expert as hybrids between the bottlenosed dolphin and Risso's dolphin. While the match between these two species was proven viable by the incident from captivity described above, not all cetologists accept the hybrid interpretation in this case.
A few of the sources I used:
Baird, Robin, et. al., 1998. “An intergeneric hybrid in the family Phocoenidae,” Abstract, posted to MARMAM@UVM.UVIC.CA mailing list, March 12. Baird, Robin. 1997. Personal communication, March 28. Carwardine, Mark. 1995. Whales, Dolphins, and Porpoises. London: Dorling Kindersley.
Ellis, Richard. 2000. Personal communication, March 10. Ellis, Richard. 1989. Dolphins and Porpoises. New York: Alfred A. Knopf.Naish, Darren. 2001. Personal communication, September 28