How can I setup SwashBuckle.AspNetCore.Swagger to use Authorization?

I solved this by adding a new client to the IdentityServer4 Authorization Server project.

config.cs

 // clients want to access resources (aka scopes)
        public static IEnumerable<Client> GetClients()
        {
            // client credentials client
            return new List<Client>
            {
                new Client
                {
                    ClientId="swaggerui",
                    ClientName = "Swagger UI",
                    AllowedGrantTypes=GrantTypes.Implicit,
                    AllowAccessTokensViaBrowser=true,
                    RedirectUris = { "http://localhost:49831/swagger/o2c.html" },
                    PostLogoutRedirectUris={ "http://localhost:49831/swagger/" },
                    AllowedScopes = {"api1"}
                },
    ...
    ...
    ...
   }
}

I created a swagger OperationFilter in tha API so that a red exclamation mark icon appears next to the method that requires authorization

internal class AuthorizeCheckOperationFilter : IOperationFilter
    {
        public void Apply(Operation operation, OperationFilterContext context)
        {
            // Check for authorize attribute
            var hasAuthorize = context.ApiDescription.ControllerAttributes().OfType<AuthorizeAttribute>().Any() ||
                               context.ApiDescription.ActionAttributes().OfType<AuthorizeAttribute>().Any();

            if (hasAuthorize)
            {
                operation.Responses.Add("401", new Response { Description = "Unauthorized" });
                operation.Responses.Add("403", new Response { Description = "Forbidden" });

                operation.Security = new List<IDictionary<string, IEnumerable<string>>>();
                operation.Security.Add(new Dictionary<string, IEnumerable<string>>
            {
                { "oauth2", new [] { "api1" } }
            });
            }
        }
    }

To finish I configured authorization in swagger by adding an oauth2 security definition and operationfilter

startup.cs

 services.AddSwaggerGen(c =>
            {
                c.SwaggerDoc("v1", new Info
                {
                    Version = "v1",
                    Title = "ECommerce API",
                    Description = "",
                    TermsOfService = "None",
                    Contact = new Contact { Name = "", Email = "", Url = "" },
                    License = new License { Name = "", Url = "" }
                });

                //Set the comments path for the swagger json and ui.
                var basePath = PlatformServices.Default.Application.ApplicationBasePath;
                var xmlPath = Path.Combine(basePath, "WebApi.xml");
                c.IncludeXmlComments(xmlPath);

                c.OperationFilter<AuthorizeCheckOperationFilter>();

                c.AddSecurityDefinition("oauth2", new OAuth2Scheme
                {
                    Type = "oauth2",
                    Flow = "implicit",
                    AuthorizationUrl = "http://localhost:5000/connect/authorize",
                    TokenUrl = "http://localhost:5000/connect/token",
                    Scopes = new Dictionary<string, string>()
                    {
                        { "api1", "My API" }
                    }
                });
            });

As mentioned by James in the comment to the accepted answer, the way to check the Authorize attribute is slightly different now, the AuthorizeCheckOperationFilterin the answer needs slightly tweaking, this may not 100% be the best way to do this, however I've not had any problems with the code below.

internal class AuthorizeCheckOperationFilter : IOperationFilter
{
    public void Apply(Operation operation, OperationFilterContext context)
    {
        context.ApiDescription.TryGetMethodInfo(out var methodInfo);

        if (methodInfo == null)
             return;

        var hasAuthorizeAttribute = false;

        if (methodInfo.MemberType == MemberTypes.Method)
        {
            // NOTE: Check the controller itself has Authorize attribute
            hasAuthorizeAttribute = methodInfo.DeclaringType.GetCustomAttributes(true).OfType<AuthorizeAttribute>().Any();

            // NOTE: Controller has Authorize attribute, so check the endpoint itself.
            //       Take into account the allow anonymous attribute
            if (hasAuthorizeAttribute)
                hasAuthorizeAttribute = !methodInfo.GetCustomAttributes(true).OfType<AllowAnonymousAttribute>().Any();
            else
                hasAuthorizeAttribute = methodInfo.GetCustomAttributes(true).OfType<AuthorizeAttribute>().Any();
        }

        if (!hasAuthorizeAttribute)
            return;

        operation.Responses.Add(StatusCodes.Status401Unauthorized.ToString(), new Response { Description = "Unauthorized" });
        operation.Responses.Add(StatusCodes.Status403Forbidden.ToString(), new Response { Description = "Forbidden" });

        // NOTE: This adds the "Padlock" icon to the endpoint in swagger, 
        //       we can also pass through the names of the policies in the string[]
        //       which will indicate which permission you require.
        operation.Security = new List<IDictionary<string, IEnumerable<string>>>();
        operation.Security.Add(new Dictionary<string, IEnumerable<string>>
        {
            { "Bearer", new string[] { } }
        });
    }
}

For .Net Core and Swashbuckle.AspNetCore 5.4.1, the following is a working update of @Dan's response:

Create an IOperationalFilter class:

internal class AuthorizeCheckOperationFilter : IOperationFilter
{
    public void Apply(OpenApiOperation operation, OperationFilterContext context)
    {
        context.ApiDescription.TryGetMethodInfo(out var methodInfo);

        if (methodInfo == null)
            return;

        var hasAuthorizeAttribute = false;

        if (methodInfo.MemberType == MemberTypes.Method)
        {
            // NOTE: Check the controller itself has Authorize attribute
            hasAuthorizeAttribute = methodInfo.DeclaringType.GetCustomAttributes(true).OfType<AuthorizeAttribute>().Any();

            // NOTE: Controller has Authorize attribute, so check the endpoint itself.
            //       Take into account the allow anonymous attribute
            if (hasAuthorizeAttribute)
                hasAuthorizeAttribute = !methodInfo.GetCustomAttributes(true).OfType<AllowAnonymousAttribute>().Any();
            else
                hasAuthorizeAttribute = methodInfo.GetCustomAttributes(true).OfType<AuthorizeAttribute>().Any();
        }

        if (!hasAuthorizeAttribute)
            return;

        if (!operation.Responses.Any(r => r.Key == StatusCodes.Status401Unauthorized.ToString()))
            operation.Responses.Add(StatusCodes.Status401Unauthorized.ToString(), new OpenApiResponse { Description = "Unauthorized" });
        if (!operation.Responses.Any(r => r.Key == StatusCodes.Status403Forbidden.ToString()))
            operation.Responses.Add(StatusCodes.Status403Forbidden.ToString(), new OpenApiResponse { Description = "Forbidden" });

        // NOTE: This adds the "Padlock" icon to the endpoint in swagger, 
        //       we can also pass through the names of the policies in the string[]
        //       which will indicate which permission you require.
        operation.Security = new List<OpenApiSecurityRequirement>
        {
            new OpenApiSecurityRequirement
            {
                {
                    new OpenApiSecurityScheme
                    {
                        Reference = new OpenApiReference
                        {
                            Type = ReferenceType.SecurityScheme,
                            Id = "Bearer"
                        },
                        Scheme = "oauth2",
                        Name = "Bearer",
                        In = ParameterLocation.Header
                    },
                    new List<string>()
                }
            }
        };
    }
}

Wire up the filter and security definition in Startup:

public void ConfigureServices(IServiceCollection services)
{
    ...
    services.AddSwaggerGen(c =>
    {
        c.OperationFilter<AuthorizeCheckOperationFilter>();
        c.EnableAnnotations();
        c.AddSecurityDefinition("Bearer", new OpenApiSecurityScheme
        {
            Scheme = "Bearer",
            In = ParameterLocation.Header,
            Name = "Authorization",
            Type = SecuritySchemeType.ApiKey,
            Description = @"JWT Authorization header using the Bearer scheme. \r\n\r\n 
              Enter 'Bearer' [space] and then your token in the text input below.
              \r\n\r\nExample: 'Bearer 12345abcdef'"
        });
    });
    ...
}