Dolphins have a penis or vagina, an anus and a urethra.
No cloaca, they.
Evolution has given them a smooth outline so that their genitalia are enclosed, normally within a 'genital slit', with in the female two adjacent slits where the nipples are covered. They are true mammals, as are all the Cetacea, they even have an umbelicus! See: http://www.hpu.edu/index.cfm?contentID=9039

I think, Lianachan, that jellyfish just muddy the water.

John