This video was taken during June 2012 in the Sea World (San Diego, California), USA.
Shamu is the performing name for a group of whales known as “killer whales”, Orcinus orca. They are considered the top predator of the ocean whereas their food in nature mostly consist of fishes, squids, seabirds (including penguins), and marine mammals.
The performing “Shamu” was captured in December 1969 near Vancouver Island, Canada and is known to be the oldest captive orca in the world.
It may be of interest to mention that during the day of the visit, there was a silent protest outside the Sea World by “Animal rights group” calling to set Shamu free.