In the picture below, on your left, is a yellow jacket, also known as a ground hornet.  Mistaken by many for a honeybee.  Actually she is a wasp and can sting multiple times without losing her life.  She has a distinctive yellow and black banded pattern.  Her nest is a grayish paper type material.  If she is living in the wall of your house  you might not see the gray paper nest,  you will just see them flying in and out, the same as if they were living in the ground.   

The one on your right, in the picture below, is a honeybee and she has a brown and black banded pattern.  The brown band can be a fairly light all the way to a dark brown band depending on the breed.  She can sting only one time resulting in her death.  She makes her nest from 100% beeswax.  It is not that common to see the nest exposed like the one in the picture  below, they usually prefer a cavity of some sort.