The investigation of individual responses to unexpected stimuli or outcomes provides insights into basic cognitive processes, such as mental representations, emotional states of surprise, and detections of anomalies. Three experiments using a violation of expectation paradigm were conducted with 12 belugas and 17 bottlenose dolphins in managed care to test two classes of stimuli (humans and objects) in manipulated sequences of familiar and unfamiliar humans (Study 1, trainers and strangers), familiar and unfamiliar objects (Study 2, typical enrichment devices and new objects), and finally objects and humans (Study 3). Gaze durations were assessed for each condition in a given study during free-swim contexts. The results supported previous findings that visual stimuli, regardless of class, were stimulating and intriguing for both belugas and bottlenose dolphins. Belugas were more likely to gaze longer at human and object stimuli and tended to gaze longer at unexpected experiences than control or expected experiences. Bottlenose dolphins showed similar trends except when objects were involved. Individual variability was present for both species with some individuals showing stronger patterns of responses for expected experiences than others. After 2years of intermittent experiments, belugas and bottlenose dolphins in managed care maintained their curiosity about visual stimuli, for which they received no primary reinforcement. Investigating responses to unexpected stimuli with animals in managed care may provide insight into how these animals respond to biologically relevant conditions, such as boat presence, predators, and unfamiliar conspecifics.