I am against cetaceans and elephants in captivity.
Regarding cetaceans, what opened my eyes was hearing (and reading) an interview with the trainer from the Flipper series.
http://en.wikipedia.org/wiki/Ric_O'Barry
http://dolphinproject.org/
The animals are not treated well, most are young females captured in the wild, and many suffer from "dolphin depression syndrome". He became an activist when one of this Flipper dolphins died in his arms, suicide. Dolphins can hold their breath until they die, unlike humans.
http://animal.discovery.com/tv/blood-dolphins/ric-obarry-team/ric-obarry-interview-02.html
Marine mammal specialist and Earth Island Institute member Richard (Ric) O'Barry has worked with dolphins for the vast majority of his life. He spent the first 10 years of his career in the dolphin captivity industry and the past 38 years fighting against it. Most recently, Ric's biopic, The Cove, won an Academy Award for Best Feature Documentary in 2010.
Working for Miami Seaquarium in the 1960s, Ric was responsible for capturing and training dolphins, including five dolphins who played the role of Flipper in the popular American television series of the same name. When one of the famed dolphins, Cathy, died suddenly in his arms, Ric decided that taking dolphins out of their natural habitat and training them to perform tricks is wrong.
From that moment on, Ric knew he must rededicate himself to a new cause. On the first Earth Day in1970, Ric founded the Dolphin Project, an organization that aims to free captive dolphins and to educate people throughout the world about the plight of dolphins in captivity. Ric believes that this campaign exposes the public to what really goes on at dolphin shows and urges people not to support such forms of entertainment. By stopping the flow of money, Ric hopes to put an end to the captivity industry. This created much hostility toward him by those who stood to profit from the continued exploitation of dolphins.
Ric has rescued and released more than 25 captive dolphins in Haiti, Colombia, Guatemala, Nicaragua, Brazil, the Bahamas Islands and the United States. With more than 45 years of experience, his firsthand knowledge about the methods used to capture and train dolphins has taken him all over the world to participate in lectures and conferences about the controversial dolphin captivity issue.
With elephants, the turning point was a story on the elephant sanctuary in Tennessee.
http://www.elephants.com/