Swifts & Swallows
These are small birds that are often seen over water. They both feed on flying insects, which they catch on the wing, and over water seems to be a good place to do that. At night, these birds are replaced by bats, doing the same thing. You are unlikely to get a good look at any of these, as they are all very fast and agile fliers.
Chimney Swift
Note the almost absence of a tail and straight wings of the Chimney Swift.
-- Wikipedia
Barn Swallow
Note the graceful forked tail and swept wings of the Barn Swallow.
-- Wikipedia
You are unlikely to ever see anything of either of these birds except a dark silhouette against the sky. Nontheless, they are easy to tell apart. While both are highly acrobatic in flight, neither is as downright erratic as a bat. No need to worry about bats - they have excellent senses, and the last thing they want to do is crash into you!