There is a series called Dolphin Dairies for older. I'm not sure if their are any content issues for a 4 yr. old. But my sensitive DD at 6 or 7? loved these and then became very interested in dolphines.
The Jason Project- This is associated with National Geographic. I believe they have some live webcam type classes with interactions with underwater divers and similar experts. I think if you registar you can ask questions live. We have never done this but I have watched the archived footage. I think this would be geared to older but my 4yr old liked this sort of thing at that age.
Year-round underwater scientific expeditions providing educational materials, courses and workshops. Aims, multimedia educational materials, location of Jason network ...
www.jason.orghttp://www.montereybayaquarium.org/ There are videos, webcams,activities, games and interactive. A beautiful site.