Swimming with wild dolphins is an incredible experience for many people. In the south of Zanzibar, next to the small fishing village Kizimkazi live different dolphin schools. You can catch sight on them on boat trips that start in the village, and sometimes you can swim with them. However, there are studies about the fact that many of these trips cause the animals much stress, because some local tour operators ruthlessly hunt dolphins to come as close to them with the boat as possible. Therefore we cannot recommend these tours anymore.
Another option to see dolphins is during a boat trip to Mnemba Island or during the "Exclusive Island Safari", but you must be lucky to meet them.