I've made this myself several times, and really like it — the salmon ends up extremely tender and moist. Don't worry about the sea salt making it too salty; the skin protects the fish well against this.
Salmon baked in sea salt
1 whole salmon, 5 to 6 pounds
Quite a bit of sea salt (NOT rock salt), probably about 3 to 4 pounds;
it can be expensive in some stores, but not bad in others, such as Cost Plus
1 egg white per pound of sea salt
1 lemon
1 package dill
Aluminum foil
Remove the gills from the salmon, or have the fish seller do it for you.
Rinse the inside of the salmon.
Put sliced lemon and the sprigs of dill (no need to chop it) inside the salmon.
[The following process looks long and daunting, but it's actually not hard.]
Line a large roasting pan — large enough to fit the whole salmon with aluminum foil.
Mix by hand sea salt and egg whites until the sea salt is sticky; this shouldn't take long. If the salt doesn't get sticky enough, add another egg white or two.
Put a layer (it needn't be thick, but it should be thorough) of sea salt on the foil.
Put the salmon on top of the salt; try to keep the cavity relatively closed so the sea salt doesn't get in. If the salmon doesn't fit in the pan, you could let the head or the tail stick out and wrap it in the aluminum foil.
Put a layer of salt on top of the salmon, making sure that the entire salmon (except whatever part you might have wrapped in foil) gets covered.
Bake at 450 F for 10 minutes per pound.
When the salmon is done, the salt should be solid on top of it. Crack the salt, preferably with a hammer, and remove the top layer, trying not to get it in the cavity (if a bit gets in, that's fine — don't worry too much about it).
Peel back the skin, which should be easy.
Remove the top half of the fish, preferably in biggish chunks and in a way that leaves the bones attached to the skeleton; this also shouldn't be hard.
Remove and discard the skeleton, the lemon, the dill, and any salt that might have gotten into the cavity.
Remove the bottom half of the fish, preferably in biggish chunks and in a way that leaves the bottom part of the skin in the pan.
Discard the aluminum foil, sea salt, and the skin. (The aluminum foil should have kept the salt from sticking to the pan, and will save you some cleaning time.)
Ethan Hahn points out, though, that "ideally you'll want to clean the oven after making this recipe, because the first few times after making it, I could smell salmon whenever I turned the oven on."