Single swaps of an array

R, 54 bytes

function(n)combn(n,2,function(x){z=1:n
z[x]=rev(x)
z})

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Returns a matrix where each column is a permutation.

combn(n,k) generates all combinations of size k from the list n, or from 1:n if n is a single integer. It also optionally takes a function FUN to be applied to the resultant combinations. So we write a function that performs the swap and returns the swapped list. The results are then all accumulated into an array, which is in this case 2-dimensional and hence a matrix.

Python 2, 71 bytes

r=range(input())
print[map({i:j,j:i}.get,r,r)for i in r for j in r[:i]]

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Uses this tip.

Haskell, 62 bytes

f n=[[1..x-1]++y:[x+1..y-1]++x:[y+1..n]|x<-[1..n],y<-[x+1..n]]

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I just generate the permutation, given the x and y to swap, for each x,y