Canine's up-close encounter with Orca
Those fins you see coming out of the water belong to killer whales. After spooking a diver out of the water, the orcas appear to have noticed a dog who was playing fetch in the surf. The dog, having become aware that he wasn't alone, swam straight for shore where he could bark at the surprise visitor from a safe distance.
I suspect the whale was simply curious about the dog. It could easily have gobbled him up, if he had wanted.