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SeaWorld's dolphin show has evolved over the years, adding more Broadway- and Cirque du Soleil-style elements, including acrobats, characters, and elaborate staging. Blue Horizons tells the story of a girl named Marina (get it?) dreaming about the sea and the wonders within it. And, yes, those do include jumping dolphins. The show closed March 31, 2017, to be replaced by Dolphin Days.