I thought it was just a sentence specifically made to be nonsensical, but no, they actually do swim.
(See for example: http://annarborchronicle.com/wp-content/uploads/2013/07/A2Ch...)
"... All of that isn’t really as significant as what’s more difficult to think about, but much more important: What’s the fundamental design of language. If you want to understand what the function of the visual system is, you can’t just say “I use it to watch television.” That’s not biology. You want to understand the visual system, you have to look into its nature. See what it does. Investigate it. It’s a scientific problem. And then you find things about the visual system that are surprising. It’s the same with language. Its’ not enough to say “Yeah, I use it to talk to my friends.” If you want to understand something about it, you have to look into its nature. And you can’t do that in a casual conversation. THat requires investigation, like any other hard topic. And when you investigate it, you find things like I just mentioned, that linear order just isn’t part of the way language is used. You can see it in simple cases. Take the example I used last night, take this sentence: “Eagles that fly swim.” Ok. And put an adverb in front of it: ..."