Texas Did you know the worlds largest fish, whale sharks, can be found in the Gulf of Mexico and have even been spotted as close as 100 miles off the coast of Texas? The federal government (NOAA) works, samples, researches and protects large fish like the whale shark as well as marine mammals (sea turtles, dolphins, whales) in federal water. Whale sharks frequent the northern Gulf, southern Gulf and Caribbean around the same time - June to September, according to the article. At the time of the articles publication, whale sharks were listed as vulnerable by the International Union for Conservation of Natures (IUCN) Red List of Threatened Species. Whale shark sightings in the northern Gulf of Mexico can be reported to the Gulf Coast Research Laboratory at the University of Southern Mississippi.