So there's a bit of a crazy theory circulating around the Intertubes that the Songbird's death in BioShock Infinite can actually be heard in the original BioShock game, while you're in Fort Frolic. Watch the video to hear it for yourself.
Obviously, it's a bit of a stretch to think they'd planned this out while BioShock 2007 was still in development, as Infinite's ending would have to be plotted out, too...but still very cool to imagine it's deliberate, and Ken Levine really is a mad genius.
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Sounds like a coincidence, given that there was ambient noise of whales throughout the game.