The River's Gift by Mercedes Lackey

like," she told him as he released her from his embrace to lead her
into the water again. And as the cold water crept past her knees, she felt that
shiver of power pass through her, and she was swimming at his side. :Anywhere at all, so long as it is with you.:
    He
arched up, wings flapping in triumph, as he trumpeted his pleasure. She echoed
his triumph, and then they rose together into the air, wings beating together
in time with their hearts, seeking the setting sun.