My son uses this carrier for water sports:

http://www.amazon.com/LOKSAK-Splashsak-Dipper-FP/dp/B000BQU3JQ/ref=pd_sim_sbs_sg_1

It comes with two waterproof bags, so we usually double bag his Epi-Pens inside.

He has worn it while canoeing, swimming, snorkeling, and it is really great for waterparks! He as worn it in wave pools, lazy rivers, and on water slides. It has been to Boy Scout camp and in the ocean. No leaks, and the nylon bag dries quickly!

Thanks!  Glad you had a terrific time, too; that's awesome! 

We just came back from our vacation and I want to share what worked:  double bagging an epipen in a quart-sized Ziploc bag and then putting it into an Epi-mate carrier (from FAAN).  I had it around my waist at all times while we were in the water park and it stayed dry even through multiple brief (5-10 minute) submersions. 
Hope this info helps others!

Yes, I would suggest sporting goods stores or SCUBA shops for waterproof bags.

I really like the floating wet bags.  You can get them in most decent sporting goods stores.

I know that we've had threads about this over the years-- have you used the search feature at the Archive site?

I was hoping that someone would offer you a fresh word or two on the subject, but apparently there are a few neoprene carriers that work pretty well, and there are 'floating' dry-bags intended for boating and other water-sports that can be used. 

I still haven't found a completely waterproof way to keep the epipen with me while riding water slides, etc.  Any recommendations for a waterproof case that can carry at least one epipen and not so big that it will not be allowed to remain on me? 
Thanks!