Some whales have fins, but not all species do. Some types of whales have dorsal fins similar to a dolphin's that help them to swim.
The main purpose of a dorsal fin is to keep the whale stable as it moves through the water. It also prevents the whale from rolling around in the water while it moves. While not all whales have dorsal fins, all whales are born with two flippers along the sides of their bodies that help them to propel their large bodies through currents in the ocean water with ease. Beluga whales and baleen whales have dorsal fins.