We've fed the dolphins at Sea World, and also my BFF's husband's friend is a dolphin trainer and is in the dolphin show, so one time when we were at the park with them, they introduced us to him and he took us backstage to show us around. We got to touch and pose for pictures with the false killer whales and he taught us some simple commands and let us feed them. It was pretty cool.
I also did a shallow water dolphin encounter at Atlantis in the Bahamas last year, it was pretty awesome!