Simon Webb in his book Chess for Tigers identified the "secrets of swindling":
(1) Be objective. The first prerequisite to a swindle is to be objective enough to realize early on when you have a lost position and start playing for a swindle while your position still has resources. If you wait until your position worsens and becomes hopeless, it will be too late.

(2) Do not be afraid of losing. "Once you've accepted that your position is lost, you should be in a position of psychological strength." The worst that can happen is that you'll lose the game. The pressure is on your opponent to win a "won game", and it is your opponent who will be embarrassed if unable to do so.
(3) Play actively. In a losing position, you cannot passively wait for your opponent to squeeze you to death. To stand a chance of pulling off a successful swindle, it is important to get the initiative, and this may involve sacrificing a pawn or two, or even the exchange, to activate your pieces.
(4) Use the process of elimination. If you have a choice of several possible moves, and you see simple forced wins against all but one of those moves, you should play the one remaining move, and do so quickly. Again, the onus is on your opponent to find a way to win.

Swindling themes:
1 Stalemate
2 Weak back rank
3 Perpetual check
4 Surprise mating attack
5 Bishops of opposite colours
6 Material insufficiency
7 Building a fortress
8 Zugzwang
9 Timing

Wikipedia has an excellent article on swindling, in which some of those examples appear: http://en.wikipedia.org/wiki/Swindle_%28chess%29

Test paper, test positions, and suggested solutions, all attached.