The given dialogue is written incorrectly. "Did you see any dolphins at the aquarium in Baltimore?" Sam asked. "They were beautiful." replied Brett, "But I wasn't close enough to take good pictures."
This is because we don't know that Brett is speaking until the end of the dialogue. Also, it should be a comma instead of a period in the statement 'They were beautiful'.
The correct way to write it would be:
"Did you see any dolphins at the aquarium in Baltimore?" Sam asked.
"They were beautiful," replied Brett, "But I wasn't close enough to take good pictures."