We constructed our first whale five years ago which means we are about to do it again! Our whale is built on our 60 foot entrance ramp into our Sunday School area. We build it with PVC pipe frame (like a rib cage) and black sheeting. The children walk through the whale to get to Sunday School. For reasons that anyone who works with little boys will understand, we also made the exit end a whale's mouth. They were spit out in "Ninevah". We use black lights and glow in the dark fish and netting inside along with sound effects. We also put a bubble machine inside the mouth entrance so bubbles are coming out of the mouth. I've attached a video from 2011 that we made at the end of our rotation that shows the outside and inside.
[A volunteer moderator has edited this post to include the video and a screen shot of the constructed whale.]