In the ocean near Kona.
“Dolphins have a massive new brain area, the paralimbic lobe, that we do not possess. The paralimbic lobe is an outgrowth of the cingulate gyrus, which is known to elaborate social communication and social emotions in all other mammals. Thus, dolphins may have social thoughts and feelings that we can only vaguely imagine.” (Steven Johnson, Mind Wide Open, p.225.)
A recent update: "Despite the divergent evolutionary paths of dolphins and primates -- and their vastly different brains -- both have developed similar high-level cognitive abilities" such as mirror self-recognition.