Spoiler: Costco doesn't sell dolphin.

for clarity, though sometimes called a "dolphin", mahi mahi is a fish, not in the Mammalia class, like an actual Dolphin... so they are quite different.

I've seen it labeled "dolphin". I asked the seller if it was really dolphin, and he said yes, so I bought it. It tasted suspiciously like fish. :-(

It's a dolphinfish (actually quite an ugly fish and visually very distinct from a mammalian dolphin).