Once a minor exhibition housed in small seafront building, Caniçal's Whale Museum was moved to a large multi-million-euro, ultra-modern complex in 2012, making it possibly the world's best museum devoted to the topic. The fascinating exhibition is divided into two sections – whaling on Madeira and whales – with an automatic commentary playing in your ears as you go. Count on spending at least 2½ hours here.
The first section plots a course through the brief history of Madeira's whaling industry, from its amateur beginnings to its final demise in the early 1980s. There are real whaling boats, gruesome harpoons, examples of scrimshaw (whale-bone art) and a slightly nauseating film showing how whales were caught and butchered in Caniçal. However, upstairs is where the real wow-factor is – gigantic whale, dolphin and seal models hang from the ceiling, you can head to the deep in a submarine, there are several 3D films on all aspects of whales' lives to watch, and tons of information to digest.