The Diving Bell Spider (Argyroneta aquatica) is the only spider species that lives its entire life underwater.
It accomplishes this amazing feet by maintaining subsurface air bubbles. The spider's body is covered with tiny hairs. Air bubbles adhere to that textured surface. The spider then weaves protective cases for these air bubbles with its silk. It attaches these air tanks to underwater plants and rocks and then climbs inside.
In addition to maintaining the air inside the bubble, the spider silk cover functions like a gill, pulling breathable air out of the water. The Encyclopedia Britannica explains:
Research has shown that the inflated web serves as a sort of gill, extracting dissolved oxygen from the water when oxygen concentrations inside the web become sufficiently low to draw oxygen in from the water. Slowly, however, the inflated web collapses, and the spider must travel to the water’s surface for bubble renewal, which it does about once each day.