I have always wondered that myself. My paternal grandmother's maiden name was Susan Dolphin and I was called after her and was given Dolphin as my middle name, in true Scottish tradition. My grandmother hailed from Mossend, Lanarkshire, Scotland but I think she had connections with Yorkshire, England. There are very few people in the uK with Dolphin as a surname. Interesting to note that the French royal family called themselves Dolphins, or Dauphins, the French for Dolphin. Have you unearthed anything since posting your message?