The Bumblebee Conservation website tells me "If you find a bumblebee nest, consider yourself very lucky! They aren’t very common, and can be difficult to find."
Well, today we are lucky! We have an area covered with stones in the garden (not made by us), which needs weeding occasionally and suddenly noticed around 5 or 6 bumblebees buzzing around us and acting anxiously. On closer investigation, there is a nest in the stones - they have made a hole in the lining to come in and out.