I came across this article in yesterday's Guardian which opens up a world of wonderful natural places to swim in the UK such as Lumb Falls in Yorkshire (below):
The article will also take you to the website of the River and Lake Swimming Association (well, there is an association for everything, isn't there) and from there to the site of the London Pools Campaign. At this latter site, you'll learn about London swimming pools at risk plus those lost, including Hornsey Baths and Totenham Pool.