You can swim both in- and outdoors in the Roskilde area, although outdoors might be a bit cool if you're not a Dane. There are several small bathing beaches along Roskilde Fjord, notably Vigen Strandpark, directly north of the town. Here you'll find a sandy beach with a jetty, set against the backdrop of green salt meadows. The blue flag flying at this beach means the waters are not polluted.
If you'd like to swim indoors, head for the Roskilde Badet, Bymarken 37 (tel. 46-31-63-63; bus: 601 toward Vindinge from the center). Admission is DKK30 ($5.10/£3) adults, DKK15 ($2.60/£1.50) children 5 to 15, free for children 4 and under. Hours are Monday and Wednesday 1 to 6pm, Tuesday and Thursday 1 to 8:30pm, Friday 1 to 6:30pm, Saturday 7am to 4pm, and Sunday 8am to 1:30pm. Closed July 1 to 25.