There are a few places in the world where you can swim with dolphins, but the ones I'm more familiar with charge you quite a bit to do so. But, this isn't the case at the tourist town of Pipa (or Praia do Pipa) in Northern Brazil.
I (the Aussie) did it 2 mornings in a row. H (the Belgian) wasn't feeling so well the 2nd day so I went instead with a couple of Dutch overlanders we'd met at the campsite.
To swim with dolphins here, you walk at low tide around to Baia dos golfinhos (Bay of dolphins), and go for a swim. On the first day H swam out pretty far (with fins) and reckons the dolphins surfed along with him for a while. I stayed closer to the shore (not so game to get out of my depth), but still the dolphins swam within a few metres of me.
The next day the waves were better and the dolphins were surfing in the closer waves rather than just swimming along. It was exciting to see them surfing in twos and threes.
At one time we saw a fish skimming the water, in the direction of the shore. Then we realised that a dolphin was pursuing the fish and in a moment the fish reached the shore and the dolphin had it. Very exciting!
I have no photos of any of this (I didn't take my camera.... rather not get it stolen), you'll just have to believe me, and maybe put it on your 'to-do' list!