This article is from the Dolphin
FAQ, by Jaap van der Toorn
When swimming, boating or snorkling in certain areas you can encounter wild dolphins. Keep in mind that in the US it is illegal to directly approach dolphins. If dolphins come towards you and choose to interact, that is allowed. Always check the local regulations for interactions with wildlife! In several areas there are boat operators that can take you to areas where there is a good chance to encounter dolphins (Florida, Bahamas, Hawaii, but also Norway and Iceland).
A note of warning: there have been operators that have tried to lure dolphins by feeding them. This is illegal in the US and is highly undesirable, because it changes the dolphins' behavior. Currently there are operators offering bird-feeding tours. These bird feedings take place in areas frequented by dolphins and are an attempt to circumvent the dolphin feeding ban. Do not use these operators.
Also note that there is some evidence that swimming with wild dolphins may change their behavior (Scarpaci et al, 2001)
C. Scarpaci, S.W. Bigger, P.J. Corkeron & D. Nugegoda (2001) Bottlenose dolphins (Tursiops truncatus) increase whistling in the presence of 'swim-with-dolphin' tour operations Journal of Cetacean Research and Management 2(3): 183-185