Solitary bees sometimes nest in the ground. Also yellow jackets will nest in the ground. I think there's a nest here in Westminster in the neighbor's yard. The young man that mows the lawn got stung last week when he apparently disturbed them with the mower.

A lot of bees in the "long horned" tribe as well as most sweat bees nest in the ground. Theres also miner bees, so named because of their nesting habits. But the most famous bee that builds its home in the dirt is the bumble bee!

And yes all of these kinds of bees are native to the United States and Colorado. I think we had miner bees one year right in the middle of the yard but I think the mowing disturbed them and I haven't seen them since.