Andrenid bees, more commonly known as mining bees, and yellow jackets, which are actually wasps, are the two types of "bees" that are likely to nest in lawns. While yellow jackets are known to aggressively protect their colonies by repeatedly stinging, andrenid bees are far more docile. If you can tolerate either of these insects, it's best to leave them alone.
Andrenid Bees (Mining Bees)
Andrenid bees are called Mining Bees because they dig cylindrical tunnels, according to the Iowa State University Extension. Andrenid bees select dry spots of the lawn with sparse vegetation in which to nest. The female of the species digs the nest and is a solitary worker; she digs only for herself, nests alone and gathers food only for herself. You may notice more than one bee leaving and entering the hole, but that's because andrenid females are known to share an entrance, but access individual tunnels once inside.
Yellow jackets are not bees, but wasps. They build nests in all sorts of places, but they have been known to nest in old rodent burrows or other underground cavities, according to the University of Minnesota Extension. Wasps only sting to defend their colonies, so if the nests are located in a disused area of the lawn where people rarely go, you can probably leave it alone and the wasps will die with the arrival of cold weather.
Both of these insects are considered beneficial in the yard and garden, in spite of their stingers. Andrenid bees are pollinators and yellow jackets, like all wasps, are predators. Wasps prey on insects that may cause problems in the garden so their presence is actually desirable, provided they don't routinely sting humans. Because andrenid bees prefer sites that already have poor turf cover and yellow jackets inhabit old rodent holes, neither insect is damaging the lawn.
Control may or may not be necessary. If you have small children with bee allergies playing in every nook of the yard, you will want to discourage the insects from nesting. If they won't be disturbed and no one in your house is allergic, it's OK to leave them alone. Andrenid bees prefer dry sites for nesting, so the University of Minnesota Extension recommends sprinkling the entrance hole with water to discourage them or mulching the area. Pouring soapy water down the entrance hole will destroy yellow jackets nests. Insecticides should be the absolute last resort and are only recommended if the insects are posing a major problem.