#panem

(ignoring unusual cases like Katniss and probably Haymitch)

Obviously yes: District 4

This is their whole identity as a district.

Safe to assume: 1, 2

Districts 1 and 2 both send trained volunteers, and swimming is an obvious skill to teach.

Decently likely: 5, 7

Hydropower is one of District 5's many industries. Any children who live or work near dams likely learn as a safety precaution.

Lumberwork has historically occurred near waterways, and it seems feasible that some children live near rivers/lakes and have the freedom to learn. I couldn't find any evidence in Catching Fire for or against Johanna being able to swim.

Less likely, but I wouldn’t be too surprised: 9, 10

Farming and ranching require lots of land, so children might have access to water. Nothing suggests that either district is under particularly high surveillance either.

Highly unlikely (no water): 3, 6, 8, 12.

3, 6, and 8 are highly urbanized. Even if they are near the Great Lakes, access is probably restricted. 12 has no bodies of water that can be reached legally.

The ability to swim seems impossible unless the tribute is a rare trespasser like Katniss, or if wealthy citizens in urban districts have access to swimming pools.

Highly unlikely (high surveillance): 11

While the southeast USA does have rivers and lakes, District 11 is held under tight enough control that I doubt many children are able to learn.

At the same time, District 3 is essential to the functioning of Panem. The Capitol is hideously over-engineered. Their showers alone would require armies of repair workers. Are we meant to assume Capitol citizens are working long hours to fix televisions during Hunger Games season? Are avoxes troubleshooting tech issues without being able to ask questions or speak advice? The alternative is that rebellious-to-a-fault District 3 is sending tech support, like they send new technologies, like District 2 sends peacekeepers.