There is nothing I would want to do more than swim with these gentle giants. They are remarkably graceful and beautiful. A group of us tried to swim with them during our trip to Cancun, Mexico back in August. But of course, we had a huge storm coming our way so unfortunately it was canceled. Which led me to better prepare for the next adventure. Luckily, whale sharks live in all tropical and warm temperate seas, so the regions where you can swim with them are numerous.