That is a myth made up by Disney when they made a documentary about them...they pushed them all off a cliff on purpose.
http://www.snopes.com/disney/films/lemmings.asp
Entire families of shrews cross rivers ( as well as other rodents), I have watched it while salmon fishing on the Skagit river..some get picked off mostly the smaller babies trailing behind the mother. So not really skeptical but its more of a seasonal thing when waters start raising and the little rodents have to move to higher ground..some times that the other side of the river.