Since the work of Tower in the 1950s, we have come to expect lower neuron density in the cerebral cortex of larger brains. We studied dolphin brains varying from 783 to 6215g. As expected, average neuron density in four areas of cortex decreased from the smallest to the largest brain. Despite having a lower neuron density than smaller dolphins, the killer whale has more gray matter and more cortical neurons than any mammal, including humans. To begin a study of non-dolphin toothed whales, we measured a 596g brain of a pygmy sperm whale and a 2004g brain of a Cuvier's beaked whale. We compared neuron density of Nissl stained cortex of these two brains with those of the dolphins. Non-dolphin brains had lower neuron densities compared to all of the dolphins, even the 6215g brain. The beaked whale and pygmy sperm whale we studied dive deeper and for much longer periods than the dolphins. For example, the beaked whale may dive for more than an hour, and the pygmy sperm whale more than a half hour. In contrast, the dolphins we studied limit dives to five or 10 minutes. Brain metabolism may be one feature limiting dolphin dives. The brain consumes an oversized share of oxygen available to the body. The most oxygen is used by the cortex and cerebellar gray matter. The dolphins have larger brains, larger cerebellums, and greater numbers of cortex neurons than would be expected given their body size. Smaller brains, smaller cerebellums and fewer cortical neurons potentially allow the beaked whale and pygmy sperm whale to dive longer and deeper than the dolphins. Although more gray matter, more neurons, and a larger cerebellum may limit dolphins to shorter, shallower dives, these features must give them some advantage. For example, they may be able to catch more elusive individual high-calorie prey in the upper ocean.