Understanding speciation is a central aspect in Biology. The formation of new species was once thought to be a simple bifurcation process. However, recent advances in genomic resources now provide the opportunity to investigate the role of post-divergence gene flow in the speciation process. The diversification of lineages in the presence of gene flow appears almost paradoxical. However, with enough time and in the presence of incomplete physical and/or ecological barriers to gene flow, speciation can and does occur. Speciation without complete isolation seems especially likely to occur in highly mobile, wide ranging marine species, such as cetaceans, which face limited geographic barriers. The toothed whale superfamily Delphinoidea represents a good example to further explore speciation in the presence of interspecific gene flow. Delphinoidea consists of three families (Delphinidae, Phocoenidae, and Monodontidae) and within all three families, contemporary interspecific hybrids have been reported. Here, we utilise publicly available genomes from nine species, representing all three families, to investigate signs of post-divergence gene flow across their genomes, and to address the speciation processes that led to the diversity seen today within Delphinoidea. We use a multifaceted approach including: (i) phylogenetics, (ii) the distribution of shared derived alleles, and (iii) demography-based. We find that the divergence and evolution of lineages in Delphinoidea did not follow a simple bifurcating pattern, but were much more complex. Our results indicate multiple, long-lasting ancestral gene flow events both within and among families, which continued for millions of years after initial divergence.