Rio newcomers have a hard time believing you can swim beneath a jungle waterfall without leaving the city. But it’s a thing, and the ones who love it most are the Cariocas themselves, who know just how and when to hit the swimming holes called cachoeiras in Horto, itself a marvelous little neighborhood. Nestled between the Jardim Botânico and the Tijuca woods, a lane whose contours offer glimpses of brightly painted houses leads to a larger road and the Estrada Dona Castorina exit. The first of several falls is there, and you can successively reach the rest as you move deeper into the rain forest. Smart swimmers go at midday; since the area lies in shadow, temperatures are pleasant even in summer.