Male dolphins, we hear, sometimes have sex with each other by, um, penetrating the blowhole. This weird little factoid has popped up everywhere from Ricky Gervais's standup to Isabella Rosselini's short films, from the Museum of Sex to the New York Times; it's the kind of trivia you might tell your friends while drinking, assuming your friends are the kind to be interested in unusual cetacean sex positions.
A lot of the reason we're so interested is in the they're-just-like-us/they're-nothing-like-us divide. As animals we've accepted are exceedingly bright, we expect that dolphins behave like us, except in perhaps an even more noble, natural way--so we're shocked and fascinated when behavior turns out to be a little more brutal than that. From a 1992 New York Times article: "Dolphins are turning out to be exceedingly clever, but not in the loving, utopian-socialist manner that sentimental Flipperophiles might have hoped."
But we still try to connect with other animals, and we humans are endlessly sexually inventive, so we're interested to see examples of that in the wild--especially because most animal sex is conducted in the same position. That's why we're so fascinated by the sexual exploits of the bonobo. They're like us! They like to try new things! And those things may or may not be related to reproduction. So: dolphin blowhole sex is very intriguing.