I realise there is substantial evidence that both land mammals and marine fish are parasitized by Trypanosomes. However, I have not been able to find whether Tryps also parasitize whales and dolphins. If anyone could please direct me.
From my memory, I can not recall any papers of trypanosomes in marine mammals. The place to look is Hoare 1972 - Trypanosomes of mammals. It doesn't mean they don't exist though; it may be that no one has looked. Many trypanosomes in Australian marsupials have only been found in the last 10 years.
Tryps (African and S. American) are typically vectored by insects. However, there are aquatic tryp species that use leeches at least for fish and amphibians. It would not surprise me to see marine mammals with tryps, but I am unaware if they exist.
Tryps isolated from aquatic host and vector species (e.g. K&A leech), both marine and freshwater, form one apparently ancient clade, the so called 'Aquatic clade' in our 1999 paper. However, later phylogenetic analysis of a trypanosome species from a platypus in our 2001 Advances paper showed this to also be a member of the aquatic clade. Thus, it looks as though the platypus acquired this tryp species by virtue of it's aquatic environment, rather than through shared ancestry with other aquatic host species. Accordingly, I would anticipate that if marine mammals were to harbour tryps (and I agree with Patrick Hamilton that they may well do - see earlier comment in this thread) they would most probably show affinity to other aquatic clade tryp species.