|Wild orcas (Orcinus orca) off the coast of Alaska|
|Baleen of a feeding humpback|
|A killer whale skull|
If this isn't enough evidence to make you agree that orcas are whales, consider the fact that phylogenetic studies always place whales, including the toothed ones, as grouping separate in relation to their next closest relatives, such as the hippo. Though the toothed whales and baleen whales did branch away from each other quite some time ago, they share a common ancestor (with teeth, mind you) that can only be called a whale.
Sources are Animal Diversity Web (University of Michigan), University of Bristol, National Oceanic and Atmospheric Administration, and National Geographic. Images are from Wikimedia Commons and are under Creative Commons licenses or copyright free: one, two, three.