We report on a search for B0(s) --> mu+ mu- and B0(d) --> mu+ mu- decays in p anti-p collisions at s**(1/2) = 1.96 TeV using 171 pb-1 and 240 pb-1 of data collected respectively by the CDF and D0 experiments at the Fermilab Tevatron Collider. The decay rates of these rare processes are sensitive to contributions from physics beyond the Standard Model. The results from the two experiments are a combined branching fraction limit of B(B0(s) --> mu+ mu-) < 2.7 x 10-7 and a limit from the CDF experiment of B(B0(d) --> mu+ mu-) < 1.5 x 10-7 at 90% confidence level.