I took swimming classes at the Princeton Club w/ DD when she was 7 mos old (it was a blast!) and you don't have to be a member, it just costs a little more if you're not. I think the YMCA offers similar classes. Otherwise most City recreation dept's offer some sort of baby or toddler classes. Right now DD and I are doing a toddler tumbling class through New Berlin rec. I would go on to your City's website, they should have a link to the recreation Dept, which would have a list of their offered classes.
If you live in Milwaukee, check out the Milwaukee Rec Department. They have tons of classes. We start our swim class (for 6-18 month-olds) tomorrow night. We can't wait!