The Davey Show is a show all about the animated misadventures of Davey the Dolphin and his friend Lenny the Shark. Created by Preston Hazard.The Davey Show is a show all about the animated misadventures of Davey the Dolphin and his friend Lenny the Shark. Created by Preston Hazard.The Davey Show is a show all about the animated misadventures of Davey the Dolphin and his friend Lenny the Shark. Created by Preston Hazard.