I googled a bit and there are some mammals that can't swim.

Easy ones that can't swim are giraffes and hippos due to their body shapes. Rhinos are a maybe, we're not sure. Some believe camels, but there's a link showing some camels that swim more than 3km to reach grazing areas.

There are also videos of various apes swimming, and its believed that they (like humans) can all learn to, even though its not natural.

Finally there are various dog breeds that can't swim due to their anatomy or fur.