Is there a way to flood an area without digging a tunnel from the ocean or a pond or another body of water? I don't want to dig it out, I just want to put some water in a hole.
To learn how to flood a large depression with water, there is a good tutorial on making artificial lakes at Minecraft Wiki.
The basic problem is that a water source block will not create new source blocks all by itself—it will only produce flowing water (which are not blocks), filling your nice lake with crappy cascades and currents. However, two source blocks with air between them will create a new source block where the air was. That means you can fill a deep lake by clever placement of water source blocks, without having to fetch a bucketful of water for every air block in the original hole.
You can carry water in a Bucket, or you can just spawn some Water Blocks with the give command (if you are a server op) or not playing on single player.
If you are playing single player, using the Bucket will still work, but you could also use an inventory editor to add water blocks to your inventory.
The only method that doesn't require an external editor or otherwise is via a bucket of water. This doesn't mean that you have to be stuck going backwards and forwards, slowly filling it up one layer at a time - put a layer of dirt one block below where you want your water to go, and do this over the entire area that you are filling. Building a 2x2 infinite water source nearby is a good idea.
Once you have done that, work around the edges, placing source blocks as you go. After about half way you will notice it filling up more rapidly, until it eventually fills the entire 1 layer deep "lake". Dig all the dirt blocks away and you have yourself a nice deep swimming pool :)
You can see the technique demonstrated in this video. The hole is only a few blocks deep in this case, but it applies to any size.