For several years I have noticed a large horse-fly, flying very quickly down to the surface of my pond (in Sweden), touch the surface, and fly off. Sometimes it dips down a few times, taking some quick turns above the surface in between. Once, I caught it, and could see that it was a male of some Tabanus species.
(Since they are so quick, I haven't been able to tell if they are all male, but considering the size I believe they are all Tabanus sp.)
Now I want to know why they are doing it. It seems too quick for drinking water, and they shouldn't be feeding there. Could it be some sort of mating or territorial behaviour? I have only ever seen them one at a time, though. In sunny weather it seems to happen at least a few times per hour, all through the day.