Here's a very interesting story at Smithsonian that starts with a US Navy program called "Cold Ops":
One of the divers, a Navy veteran in his late 30s, Miles Bragget, abruptly surfaced and asked a puzzled supervisor: “Who told me to get out?”
It was Noc, an affable beluga whale who lived his whole life in captivity and soon became famous for mimicking human speech:
Friend was working for it too:
Belugas produce sounds by building up air pressure in the nasal cavities within their melon, the echolocation organ at the front of their heads, and then forcing the air through a set of “phonic lips” atop each cavity. The vibrations of the lips result in the whale’s typical repertoire of echolocation clicks, pulse bursts and chirp-like whistles and squeaks. Noc, Ridgway discovered, was so over-inflating his nasal cavities during his mimicry episodes that his melon would visibly distend, seemingly to the point of bursting, and all to wrench his natural speech into the precise tenor and sonic topography of our own.
Noc and another Cold Ops whale were released, at one point, by animal activists, and they headed for open water and then swiftly came back to their trainers; beluga whales in the wild, though they are frequently around boats and humans, have never been seen exhibiting the sorts of behaviors Noc did. "We’re talking about social deprivation here," said a marine mammal behaviorist. Another woman describes the sound of Noc's voice like "if you woke up at 3 o’clock in the morning and heard somebody screaming in distress." [Smithsonian]