Adam T. answered 11/22/14
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The reason that extreme pressures of the deep can crush submarines is because of pressure differential. The inside of a submarine is held at 1 bar (~14.7psi) for the comfort of the sailors. That means for every square inch of the interior of the submarine there is ~14.7 pounds of pressure pressing outwards, whereas for every 33 feet you go underwater the pressure increases by about 1 bar (~14.7psi). So at 33 feet the sea pressure is 2 bars (air pressure at the ocean surface + the 1 bar of water pressure), at 66 feet the pressure is 3 bars (air pressure + 2 bars of water pressure), and so on. The maximum that most submarines can dive is about 2,000 feet (2,000/33=60 bars. 60 + 1 bar air pressure is equal to almost 900psi!), so the pressure pushing into the submarine is around 900psi and the air pressure pushing out is only 14psi. That is a huge differential!
Fish on the other hand have no air pressure to try to counteract that immense pressure. Fish have evolved bodies over the millions of years they have existed to live quite comfortably in such high pressures. Whales are another matter - since they are mammals and have oxygen bearing lungs, how do they counteract such pressures? Whales can withstand these pressures because of flexible bodies. They have bendable cartilage (the tissue that makes up your ears) that binds their ribs and allows them to change shape and partially collapse as the pressure increases.