We've had a few experiences.

This one on our passage from St. lucia to the BVI (As it happens it was as we were passing Dominica).

https://www.youtube.com/watch?v=LPtxweh4BUw

And this one while diving the Indians, which was too short

https://www.youtube.com/watch?v=84ZYr1YfZaY

Also heard one surface as we were sitting on a mooring in the Bight - we were close to the entrance near the edge of the mooring field.

We also saw about 50 or so in a pod off the coast of St. Vincent on our first trip down there about 5 years ago. Very cool. Same trip we also saw two different groups of whales.