Where can you climb+swim around Albuquerque?

What are the spots for climbing and swimming right next to each other? Trying to beat the summer heat and still climb by combining the two.

I know about Comales Canyon, and the DWS in Winslow AZ. Anything closer to Albuquerque? Something in the Jemez maybe?

Jemez is the ticket. I’ve also taken a dip in the rio after climbing Diablo, though that’s a 5 minute drive from the parking lot. 

Plenty of stuff in the Rio gorge up near Taos. John Dunn bridge is particularly easy to access.

A few others that come to mind, that are not necessarily full on swimming but wading/dipping your head (nor "around Albuquerque" per se), are Gilman Tunnels, Little River Wall, Pecos River Canyon and Porvenir Canyon .