I was watching a programme on whales last night and it mentioned one species, I believe it was the grey whale, that would head to the equator to give birth (apparently so that their young would not be threatened by killer whales) and then returned to the Arctic to feed.

If the Arctic is cold (and I believe it is) then wouldn't this limit the amount of food available for the whales? You would expect there to be more to eat around the equator so why not just stay there?

Grey whales tend to feed in the Arctic in the summer months and migrate southwards in the winter. They feed where there is the greatest availability of food.

Wiki has a good article:

http://en.wikipedia.org/wiki/Gray_whale#Life_history