I was lucky enough to stop by the Blue Heron Wetlands in Titusville at a time when there were a few Swallows. Is there an advantage to this many birds flying around together?
This is actually a very effective feeding strategy. Imagine one bird flying through a cloud of mosquitos. The mosquitos quickly move out of the way, and the bird gets few if any insects to eat. Now imagine the swarm of birds in the photograph encountering the same cloud of mosquitos. Mosquitos that fly away from one bird wind up in front of another. Mosquitos trying to escape the second bird wind up in front of the first. Both birds wind up with more insects for the same amount of work.
You can see similar strategies with predators attacking schools of fish. Groups of predators tend to have better success rates than single predators.