Swimming underneath waterfalls is a heavenly experience.
For some excellent mountain trails, head inland from Salvador to the Chapada Diamantina. These highlands (with fantastic rock structures) look very similar to the landscape in the American Southwest.
Apart from some great biking and hiking trails, there's also waterfalls and natural waterslides here. The Chapada Diamantina are truly spectacular.
Hangliding 
Mountain biking 
