There are multiple artists with this name:

1) Alternative rock band from Cambridge, UK
2) Alternative rock band from Melbourne, Australia

1) The Whales are an alternative rock band from Cambridge, United Kingdom, formed in 2013 from current and past members of Forest and a few others - though the lineup constantly changes. They've released two double A-sides (Colourblind / Aquarius and Marguerite), as well as a self-titled EP.

2) The Whales are a dreamy four piece from Melbourne, Australia. They are an extra-curricular production of felt moustaches, Do The Ally Sheedy! & Babysitters Club. Read more on Last.fm. User-contributed text is available under the Creative Commons By-SA License; additional terms may apply.