It wasn't a mythological creature found in a lagoon in Mexico, but Siamese gray whales, Business Insider Australia reported.

Unlike previous sightings of rare whales this year (like the True's beaked whale in Long Island and the Saber Toothed whale in Florida), the conjoined gray whales were found in the water (and not washed ashore); like the other two species unfortunately, they were found dead.

Between them, the whales were only about 7 feet long, significantly less than the 12-16 feet typical of gray whale calves. Based on that fact and signs of underdevelopment in key areas, scientists believe the whales were born as a miscarriage. The location and state of the mother is not known, according to Pete Thomas Outdoors.

According to Pete Thomas, a former outdoor recreation correspondent for the Los Angeles Times, and his website, it's likely the first documented case of conjoined twins within the gray whale population. Thomas concluded this based on a database search at the Natural History Museum of Los Angeles County, according to his article. Other reported cases of Siamese whales have been seen in species such as the fin, sei and minke. No word on how the other conjoined whales faired.

The Siamese gray whales were discovered by scientists in the Laguna Ojo de Liebre, also known as Scammon's Lagoon, in Baja California, a peninsula south of San Diego. One of three breeding grounds for gray whales (which travel all the way from Arctic seas), the lagoon is located about halfway down the peninsula on its Pacific Ocean side.