Honey bees swarm in the spring and usually end up on a tree branch or trunk while they look for a new home. If you see a swarm these two videos explain how to capture the swarm so you can introduce it to a hive and have your own bees.
If you don’t want to start a bee hive by trying to find and capture a swarm, there are places online where you can buy a starter set of bees. They usually come with a queen and a few worker bees but it gets you started. How cool it would be to be able to find a whole swarm and capture it though.
Backwards Beekeepers TV: Swarm Capture For Beginners
HOW TO: Capture Swarming Bees
Build Your Own Beekeeping Equipment: How to Construct 8- & 10-Frame Hives; Top Bar, Nuc & Demo Hives; Feeders, Swarm Catchers & More