The marathon swimming records show that men are consistently outperforming women:
http://imshof.org/records/marathon-swimming-records/
The same goes for many other endurance sports: the records are still held by men.
What you can find however is that women are comparatively better in endurance than men: the relative difference between the times decreases. See eg.:
The information presented in the previous two paragraphs leads to the
prediction that women might compete against men most successfully in
events lasting several hours, where overheating and glycogen depletion
are particularly common. The limited data we have so far provide
preliminary support for this idea. It has been shown that women can
sometimes finish ultramarathons in times similar to those of men who
can beat them in "short" (26.2-mile) marathons (Bam et al., Medicine
and Science in Sports and Exercise 29: 244-7, 1997). And when men and
women with equivalent marathon times are pitted against each other in
ultras, the women tend to win (Speechly et al., Medicine and Science
in Sports and Exercise 28: 359-65, 1996).
http://faculty.washington.edu/crowther/Misc/RBC/gender.shtml