Such a thing would be dependent on some aspect of the device as it would require a touch screen. So it would depend on what gets sent to the server upon a swipe. If it links to the next image then all themes would support it.
If it sends some esoteric sequence you could program a plugin to convert that into the next image link.
If it sends nothing back to the server then only a theme that had downloaded all the images would have a chance at handling it. If this is for a mobile device (where most of the touch screens are) such a theme would not be very friendly--lots of data downloaded.
Anyway, no info on such a theme. This is a new topic that has not appeared here before.
The question did appear already, I think. We have no official theme with that but jQuerymobile which is used by our zpMobile theme says to have that:
http://view.jquerymobile.com/1.3.0/docs/examples/swipe/swipe-page.php
You will however have to setup/modify it yourself. Lacking such a device I could not even test it.