Swam with dolphins back in 2005. I am adding some of the cool things I have done into my 'done' list. This was in Akaroa in the south island New Zealand. There was quite a number of these dolphins and they came right up to us as we swam. They were Hector's dolphins that are the smallest dolphins in the world and extremely rare.
I heard this is cruel, so I need to do some more research. I might change my goal to "feed dolphins" or something. I think there is somewhere near where I live that I can swim with dolphins, if I decide it is still something I want to do.