Why do fish have no teeth?

Some whales have teeth (e.g. killer whales) and others have baleen (e.g. blue whales). Baleen works as a filter that catches small organisms as the water passes through it. Generally the whale will take in a large volume of water, close its mouth and force the water back out of the mouth (passing it through the baleen). What remains are the organisms the whale uses as its food resource.