I'm not sure about dolphins, but I do know people who claim to be able to hear some bird talk and understand what they are talking about (where the predators are, how far away the rain is, etc). Some Native Americans claimed to use this trick to know when other people were approaching, up to a few miles away. As far as I know, this only included listening, not interacting though.

That said, I've tried to find references online to this stuff and haven't been able to. I've only heard from friends who have taken classes/trained under such people.