I've personally never seen any captive swallows... woodswallows at San Diego, but never any of the true Hirundines. Difficulty of acquiring, feeding, and accommodating their active arial habits would all have to be addressed for a good swallow exhibit. Considering the large majority of swallows are highly social, a flock would probably thrive better, but be very hard to acquire I expect. Whether they would do better in a group I don't know, drawing on countless observations of various swallow species.