I think any YMCA does (starting at 6 months). We went to the Aquatic and fitness Center in NE Philadelphia. They have a "therapy pool" that they do the lessons in and it is GREAT because it is nice and warm. I think we will sign up again soon. It is a "Parent-Tot" class and they start at 6 months also.
Re: Infant Swim Lessons
I'm not in your area, but I've done the Y lessons in Delaware and in Ridley PA, they are fantastic, my sons both loved them.
They have Aqua Tots at the NAC in Newtown.