The costumed sea swim, known as “banho á fantasia”, was an inevitable occurrence in Rio de Janeiro, being home to Carnival and the quintessential beach culture (not to mention the recent popularity of sea baths and their relation to improving health). From my searches through old Rio newspapers, the first reference to any “banho á fantasia” occurred on January 28th of 1915, as reported in the newspaper O Paiz (see clipping below). In a column on the topic of Carnival, they wrote briefly about bath-taking throughout history and ended by talking about a group in Leme. The group in question, that “grotestquely and deliciously call themselves Porca Miseria”, would put on a pre-Carnival costumed sea swim on February 7th, 1915 on the beach in Leme.
Looking at Correio da Manhã, another popular newspaper at the time, one can see matches for the words “banho + fantasia” go from 11 results from 1910-1919 to 91 results from 1920-29, and then skyrocket to 233 in the years 1930-1939. Interestingly, in the years following, from 1940-49, they go back to almost nothing (17 results). Pre-carnival costumed sea swims still occur today but they aren’t too popular.
CdM, January 1915
Leme, RdS, 1924
Copa, RdS, Jan 29, 1927