In the shed, on the side of our oldest barn, the floor is dirt. We had stored a few square bales of hay in the shed and put a piece of OSB on the dirt floor to keep the hay from molding against the dirt. It wasn't a pleasant experience finding that nest, but they built on top of the OSB, in between the hay bales.
I had never seen the inner workings of a bumblebee nest until then. After the shock and awe of the attack, it was pretty cool to see. It looked sort of like a cluster of grapes.
You can buy bumble bee colonies from Biobest and Koppert. They cost about $150 plus shipping. They only last about 8 weeks (ie buy more bees next year). I recommend this path over collecting gynes in the spring. Collecting wild gynes takes a reproductively capable female out of the community that can't be replaced. If you insist on catching wild gynes you have to get them in early spring and should release any that are collecting pollen. This with pollen already have a nest are unlikely to start a new nest (ie the queen won't start over and her brood die in her absence).
There is a wonderful book put out by the Univ. of Minnesota on the subject. It has great color pictures and instructions that shows how to identify the different species, build a viewing box (think very small observation hive), catch a queen, and care for the colony throughout the season. I think it's called "Befriending Bumblebees".
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