As a rough model for the collective motions of cells and organisms we develop here the statistical mechanics of swarms of self-propelled particles. Our approach is closely related to the recently developed theory of active Brownian motion and the theory of canonicaldissipative systems. Free motion and motion of a swarms confined in an external field is studied. Briefly the case of particles confined on a ring and interacting by repulsive forces is studied. In more detail we investigate self-confinement by Morse-type attracting forces. We begin with pairs N = 2; the attractors and distribution functions are discussed, then the case N > 2 is discussed. Simulations for several dynamical modes of swarms of active Brownian particles interacting by Morse forces are presented. In particular we study rotations, drift, fluctuations of shape and cluster formation.