Did Ancient Whales give birth on land?

I watched a programme a while back called "Animals in the Womb" and there was an episode on dolphines. It found that dolphjines while in mid-development in the womb developed legs and feet which eventually retracted and disapeered before birth.

Maybe it's a similar evolutionary through back as with whales? I had thought that when eviolution occured that animlas came out of the sea to live on land but perhaps some went into the sea instead?
 
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