Climate
Most dolphins -- such as the bottlenose dolphin -- live in temperate or tropical climates, never venturing very far north or south of the tropics. This does not apply to every dolphin, though. Killer whales, (who are actually dolphins) have been known to live near the North Pole. However, the majority of dolphins live in temperate climates.
Coastlines
Dolphins often live near coastlines. Dolphins who live in the ocean basically go where the food is. While some have strict migratory patterns, others just stay near other animals in order to have a consistent food supply. Coastlines are therefore excellent places to do so, and where many dolphins congregate.
Oceangoing Dolphins
Some dolphins will follow food out into the ocean. Most dolphins are not reliant on the coastline itself, but rather just the food that gathers near it. So, if a food supply migrates, many dolphins will migrate with it into the middle of the ocean.
River Dolphins
Some dolphins live in rivers. The best example is the pink dolphin, which lives in the Amazon river, but dolphins also live in the La Plat, Indus and Ganges Rivers.