Villagers, fishermen and hotel residents found the dolphins' carcasses on Friday and alerted officials.
It was not immediately clear what killed the 400 dolphins, though scientists ruled out poisoning.
Narriman Jidawi, a marine biologist at the Institute of Marine Science in Zanzibar, said their carcasses were strewn along a 4km stretch of Nungwi.
But the bottleneck dolphins, which live in deep offshore waters, had empty stomachs, meaning that they could have been disoriented and were swimming for some time to reorient themselves.
They did not starve to death and were not poisoned, Jidawi said.
In the United States, experts were investigating the possibility that sonar from US submarines could have been responsible for a similar incident in Marathon, Florida, where 68 deep-water dolphins stranded themselves in March 2005.
A US navy task force patrols the East Africa coast.
A navy official was not immediately available for comment, but the service rarely comments on the location of submarines at sea.
The deaths are a blow to the tourism industry in Zanzibar, where thousands of visitors go to watch and swim with wild dolphins.
The Indo-Pacific bottlenose, humpback and spinner porpoises, commonly known as dolphins, are the most common species in Zanzibar's coastal waters, with bottlenose and humpback dolphins often found in mixed-species groups.
The Whale and Dolphin Conservation Society: http://www.wdcs.org/