The trade was announced on Wednesday night by Sharks general manager Doug Wilson during San Jose's 3-2 win over the host Columbus Blue Jackets.
None of the four players has had substantial playing time in the NHL. The Sharks assigned Davis and Swift to Worcester of the AHL.
Davis was chosen in the fourth round by the Devils in the 2005 draft. Swift was signed as a free agent.
The Sharks selected Zalewski in the fifth round in 2004. Leach was picked up off waivers from Montreal.