Each land is a Swamp in addition to its other land types.
1/4/2008 : If Urborg, Tomb of Yawgmoth and either Blood Moon or Magus of the Moon are on the battlefield, all nonbasic lands will be Mountains, not Swamps. Urborg, Tomb of Yawgmoth will be a Mountain as well. It will have “: Add to your mana pool” and no other abilities.
18/7/2014 : Urborg, Tomb of Yawgmoth isn’t a Swamp while it’s not on the battlefield.
18/7/2014 : Urborg’s ability causes each land on the battlefield to have the land type Swamp. Each land thus has the ability “: Add to your mana pool.” Nothing else changes about those lands, including their names, other subtypes, other abilities, and whether they’re legendary or basic.
18/7/2014 : If Urborg loses its abilities (for example, if it becomes a creature and then Turn to Frog targets it), all lands on the battlefield, including Urborg, will still be Swamps, but Urborg won’t have the ability “Each land is a Swamp in addition to its other land types.” Urborg also won’t be able to tap to produce , but other lands (including those that enter the battlefield later in the turn) will. The way continuous effects work, Urborg’s type-changing ability is applied before the effect that removes both the type-changing ability and its own mana ability.