Copenhagen harbor used to be used for ships to get the industries in the southern part of the harbor and  I believe no-one would dream about jumping into the water back then, but over the years the city of Copenhagen worked on encouraging the industries to move out of what pretty much was downtown and started to ensure that the water was clean. In 2002 Islands Brygge Harbor Bath was the first to open and now there a dusins of, big and small places, used for swimming. Some with changing, others with safety markings to make them visible for boats.