If the swans are able to fly, this is the time that they fly due to migration which helps them avoid severe inclement weather. This is also the time that the parents have begun to chase the swans so that they can go find a potential mate as well as a new habitat. The cygnets may or may not come back depending on how large your habitat (pond, wetlands, etc.) is and if the parent swans will allow them to take part of the habitat as their own.

If you are in a state that requires Mute Swans raised in a captive setting to be pinioned (unable to fly), then this could be a problem. The state may fine you if they trace the cygnets back to you. Unfortunately, if the swans are found by state wildlife officials (from a state that wants to kill them), they will shoot them or kill them and their cygnets on the nest. Hopefully, you are not in such a state. The Regal Swan