Here’s a photograph from the August 2 1932 edition of the Toronto Daily Star of a female swimmer on land.

At the time of this photograph, Helene Madison (1913-1970) was almost certainly the best female swimmer in the world. Between 1930 and 1932, she compiled 23 world records; she won every freestyle event at the U.S. Women’s Nationals for three years in a row. At the 1932 Olympic Games in Los Angeles, she won three gold medals.
After this, sadly, things went downhill. She tried to convert her athletic fame into a movie career, but appeared in only a few small roles. She was unable to become a swimming instructor for the parks department in her native Seattle, despite her medals, as women were barred from this post.
She eventually opened a swimming school, training one Olympic silver medalist, but then her health began to break down: she suffered two strokes, underwent back surgery, and was diagnosed with diabetes. She then contracted throat cancer, which eventually killed her. She was inducted into the International Swimming Hall of Fame in 1966; she couldn’t afford to go to Fort Lauderdale, Florida, for the induction, so the Washington Athletic Club financed the trip.
The HistoryLink.org website has a detailed article on her.