The White Whale of Mu

In ancient times, the continents of Atlantis and Mu fought a war, and Atlantis lost. After losing the war, Atlantis transformed itself into a small planet and timeslipped to the present-day to try to take over the world again. But five warriors from Mu assemble on Easter Island, and together with giant cyborg white whale that houses the brain of the ancient queen of Mu, fight Atlantis off at various famous ruins around the world.

(Source: AniDB)