There are regulations in Canada and the U.S. that prohibit the harassment and disturbance of marine mammals. Many species are currently threatened or endangered, and subject to additional protections under the Endangered Species Act (U.S.) and the Species at Risk Act (Canada). Transport Canada’s safety guidelines (for recreational drone operators) say drones should stay at least 150 metres away from animals.
If you intend filming marine mammals like whales and dolphins using a drone, you should be aware of the regulations and guidelines to be followed. The ‘Be Whale Wise’ guidelines (http://www.bewhalewise.org/marine-wildlife-guidelines/) provides a wealth of information designed to protect and respect wildlife.
If you are a researcher, you may be able to apply for a special permit to fly closer, but in any event you will require an SFOC for such an operation and will still be expected to stay at least 100ft away.