Science & Nature: The _____ Whales Have Been The Most Exploited Of The Cetaceans. The Whaling Industry Has Severely Depleted Their Numbers, Especially The Blue Whale. They Do Not Have Teeth, But Have Baleen. Taking In Tons Of Water, The Rorquals Then Sift The Water Through Their Baleen In Order To Filter Out Plankton And Krill, On Which They Feed