Wasps build several different types of nests. They use different materials, build them in different places and in different shapes. Always be careful when you attempt to remove a wasp nest. While some wasps, like mud daubers, usually won't sting people, others will. Yellowjackets, for example, have very painful stings. And unlike bees, each wasp can sting multiple times.
Yellowjackets, which are a type of wasp, build their paper nests from wood fibres mixed with saliva. They build multiple tiers of vertical cells and create a paper opening with only one entrance hole. Paper wasps build their nests much the same way, only their nests look like umbrellas, with large holes for the opening.
Mud daubers collect mud and build nests onto the eaves of buildings, or other hard surfaces. These nests usually only have one opening. The nests may have multiple cells and can be large or small, depending on their location.
Some wasps nest by burrowing into the ground or into old mouse burrows or cavities in buildings. This is especially true in urban areas, where it might be easier for a wasp to burrow into a hole in a building than to find materials to build a nest. Yellowjackets sometimes burrow, in addition to building paper nests.