I saw a coyote swimming across the Columbia River up near its headwaters once. I don't think they mind swimming any more than a deer does, and I've seen deer swim quite a bit across lakes, across salt water channels half a mile wide, etc.
I saw the swimming coyote when I was hunting elk in mile wide swamps and spotted birds marking something dead. I headed that way, jumped a coyote at close range, then from a cut bank about 8 feet high I looked down at another coyote over half way across a 100 foot wide channel, swimming toward me. He rolled his eyes up at me and upped the tempo to frantic as he turned back and swam for the side he started from. Could have shot either of the yotes but only wanted elk.
A few yards further along the bank a dead 5 point bull elk lay half in the water. He had a bullet entry wound about the last rib or a little farther back, and looked like he had swum the river but couldn't get up the cutbank. He didn't stink, very fresh and may not have even spoiled yet, but the coyotes and birds were homing in on him.
On a similar topic, a friend of mine has good photos of a cougar he came on swimming across a salt water channel between islands on the West Coast of Vancouver Island. Great pics. An animal in the water can't do much so he pulled his boat within 8 feet at times.