* Snail: The "a" makes a long "a" sound, as in "say".
* Whale: The "a" makes a long "a" sound, as in "say".
* Jay: The "a" makes a long "a" sound, as in "say".
* Cat: The "a" makes a short "a" sound, as in "cat".
So, the words with a long vowel sound are snail, whale, and jay.