Ok, so they eat nectar (never seen so myself, just seen them knocking everybody else out of the way) and the larvae might eat rotten wood. For an insect famous enough to make it on a postage stamp, there is a lot of digging involved.

Once identified to species level, you can go to bugguide and it will list the taxonomy >> tree >> higher on the page. Keep backtracking the links on this tree, selecting the Info tab for each taxonomy level. Often food and other data is on the genus or family level Info tab.