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.
Barn Swallow
Note the graceful forked tail and swept wings of the Barn Swallow.
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!