Simultaneous acquisition of phase-contrast light microscopy and fluorescently labeled bacteria, moving within a dense swarm, reveals the intricate interactions between cells and the collective flow around them. By comparing wild-type and immotile cells embedded in a dense wild-type swarm, the effect of the active thrust generated by the flagella can be singled out. It is shown that while the distribution of angles among cell velocity, cell orientation, and the local flow around it is Gaussian-like for immotile bacteria, wild-type cells exhibit anomalous non-Gaussian deviations and are able to move in trajectories perpendicular to the collective flow. Thus, cells can maneuver or switch between local streams and jets. A minimal model describing bacteria as hydrodynamic force dipoles shows that steric effects, hydrodynamics interactions, and local alignments all have to be taken into account to explain the observed dynamics. These findings shed light on the physical mechanisms underlying bacterial swarming and the balance between individual and collective dynamics.