Most keepers, regardless of weather or not the animals do shows, go in with the sealions and seals, unless you mean in the pool? If so then I've never seen this done, except maybe in the sealion show in Marineland, Majorca.
At Loro Parque , Tenerife , the trainers go in the pool . I don't know if it was all acting but I got the impression that both sea-lions and trainers were really enjoying themselves during the show . At Combe Martin , Devon , the public can pay to swim with one of the sea-lions , they say they are the only place in the UK doing this .
At pleasure island theme park the keepers swam with two of the sea lions and started water work with them, but this has not been done for a while but hoping to do it again soon .
They definitely go in the water with the sealions at Selwo Marina in Benalmadena, Costa Del Sol. I just saw the show last week.
I can confirm that the Trainers swim with the sea lions at Combe Martin and also they do swim with sessions for a small fee, of which 5% go to the MCS.