The Dolphins are the second most intelligent species on the planet Earth, and knew of Earth's imminent destruction and tried to communicate this to humans who misinterpreted it as entertaining tricks. The last ever Dolphin message was misinterpreted as a surprisingly sophisticated attempt to do a double-backward somersault through a hoop while whistling the "Star Spangled Banner," but was, in fact, a message: So long, and thanks for all the fish.
The Dolphin has devoloped a rather peculiar ability, which exploits the Plural nature of their galactic sector, not dissimilar to that evolved by the Babel fish, which is this: In the picosecond before inevitable calamity, dolphins instantly wink into existence in all other possible probabilities in the Whole Sort of General Mish Mash.
This bridging between probabilities allowed the dolphins, after the initial destruction of the Earth by the Vogons and before the final, to replace an Earth that was destroyed with another one from somewhere else in the Mish Mash
The dolphins, before leaving, left a message to the humans they felt close to in the form of a glass fish bowl, on which were inscribed the words "So long, and thanks for all the fish." Dolphins have fins on their backs to help them swim and they have holes because that's where they spray water like breathing, which it is!