We study the dynamics of mobile, locally coupled identical oscillators in the presence of coupling delays. We find different kinds of chimera states, in which coherent in-phase and anti-phase domains coexist with incoherent domains. These chimera states are dynamic and can persist for long times for intermediate mobility values. We discuss the mechanisms leading to the formation of these chimera states in different mobility regimes. This finding could be relevant for natural and technological systems composed of mobile communicating agents.