Gran Cenote, Tulum, Mexico.

I would swim more if my local swimming hole was this one.

For those who don't know, under the Yucatan peninsula there is a really large underground cave system. It links to the surface through freshwater sinkholes, which you can dive and snorkel into to see some really amazing formations.

Mayans have used some for sacrificial ceremonies but those cenotes tend to look like pea soup and you wouldn't want to swim there anyway...