<p>Cetaceans, that is, whales, dolphins and porpoises, have rightfully been deemed a prime example of macroevolution. Few other animal groups document such radical morphological change in their fossil record, culminating in a wide range of extant morphological and phylogenetic diversity. This diversity has spurred intensive study of the clade, with advances in quantitative methods since the turn of the century facilitating new insights into cetacean evolutionary dynamics. The story of cetacean evolution is now more detailed than ever before, from terrestrial origins at the river’s edge in early Eocene Indo-Pakistan to their modern role at the apex of marine ecosystems. This story has the power to inform scientists on how living species will fare in the face of unprecedentedly rapid ecological change. In this Review, I provide a contemporary summary of cetacean macroevolutionary patterns and outline the key events that have influenced their evolutionary history. Despite an expanding understanding of this enigmatic group, many questions remain unanswered, and I outline some key areas that should focus future research efforts.</p>