One only needs to look at the ancestors of modern whales to realize how these marine mammals are related to other even-toed ungulates. Most of these early cetaceans displayed an amphibious nature. They could move about on land, similar to present-day seals. Eventually, evolution led to these whales becoming fully aquatic, with those with semi-aquatic features eventually dying.

List of Whales That Went Extinct

Whale	Characteristics	Where Did It Live?
Aegyptocetus tarfa	Semi-aquatic and had adaptations for hearing underwater	Egypt
Ambulocetus natans	Semi-aquatic, with behavior similar to that of a crocodile	Kuldana Formation, Pakistan
Artiocetus clavis	Small whale that could move about on land like a seal	Balochistan Province, Pakistan
Babiacetus indicus	Toothed whale that primarily fed on large fish or aquatic vertebrates	Kutch District, Gujarat, India
Basilosaurus cetoides	Apex predator that hunted fish, sharks, and other cetaceans	Egypt, Jordan, Morocco, Pakistan, Peru, Tunisia, Western Sahara, and the southeastern United States
Cetotherium rathkii	Potential ancestor of the Pygmy Right Whale	Taman Peninsula, Russia
Coronodon havensteini	Toothed whale that was about 16 feet long and weighed over a ton	South Carolina, USA
Dorudon atrox	Medium-sized toothed whale, which lacked the organs for echolocation that modern whales have	Egypt, Pakistan, New Zealand, United States
Fucaia buelli	Primitive baleen whale that was capable of both raptorial and suction feeding	Canada and the United States
Gandakasia potens	Prehistoric whale that lived in freshwater	Pakistan
Gaviacetus razai	Whale that had a unique rostrum and practiced pursuit predation	Punjab, Pakistan
Himalayacetus subathuensis	One of the oldest early whales discovered so far	Pakistan
Janjucetus hunderi	An apex predator with traits similar to modern seals. Its teeth were identical to those of a crabeater seal, and its feeding habits were like those of a leopard seal	South-east Australia
Kekenodon onamata	Giant early whale that could reach up to 30 feet in length	New Zealand
Kharodacetus sahnii	Distinguished as a separate species from Gaviacetus due to its larger teeth	Kutch, India
Kutchicetus minimus	One of the smallest early whales in the Eocene period, its movements were similar to modern-day otters	India and Pakistan
Livyatan melvillei	Prehistoric sperm whale that was an apex predator, possessing teeth that were over 1 foot long each	Argentina, Australia, Chile, Peru, South Africa, and the US (California)
Llanocetus denticrenatus	A large whale initially believed to be a filter feeder like modern baleen whales, Llanocetus is now thought to have been a suction feeder like modern-beaked whales	Antarctica
Maiacetus inuus	Early cetacean with webbed feet, indicating an amphibious nature	Habib Rahi Formation, Pakistan
Mammalodon colliveri	Closely related to Janjucetus, this whale had a rounded snout that may have helped it filter feed from the bottom of the ocean floor	Australia and New Zealand
Peregocetus pacificus	Four-legged whale capable of moving on land as well as in water	Peru
Perucetus colossus	Potentially the largest prehistoric whale, reaching up to 66 feet in length and up to 340 tons in weight	Peru
Protocetus atavus	Possessed a streamlined body and displayed traits that would be more developed in modern whales, like the capability to hear underwater and nostrils that were placed further back on their head	Cairo, Egypt
Rodhocetus balochistanensis	A small whale with five digits on its forelimbs and four digits on its hindlimbs	Pakistan
Tutcetus rayanensis	Smallest member of the family of basilosaurids at approximately 8 feet	Egypt
Killer Sperm Whale (Zygophyseter varolai)	Prehistoric sperm whale, with feeding habits similar to modern orcas	Italy

While this list is mainly about prehistoric and early whales, it is worth mentioning that in the 18th century, the gray whale became extinct in the Atlantic Ocean.