They are "probably" in the ground somewhere. You could follow them and find out. They like old mouse nests or anything they can burrow in. Some people have them in their mulch piles or compost.

The only time I've ever gotten the business end of a bumblebee was when they set up shop under an old feed bag in my barn. The dog ran in, ran over top of it, and they came after me. They hurt. I can usually work in the flowerbeds right next to them. Like most nectar gathering bees, they are only concerned when they feel threatened.

Bumbles are very efficient in what they do, honey bees travel 3 to 5 miles and I wouldn't be surprised if bumbles
can do the same.

Bumbles build nest's also above ground, I had one bumble started inside my garden glove, laying on a shelf in the shed, door not closed all the way, one day I slipped into the gloves to find out!

You can try to create a home for them, like laying clay pots upside down with the drain hole on top, buried about 2/3 and put some soft dry grass in it or that shredded paper insulation material. Some people make little nesting boxes like shown on this video below, early spring it is always queens what seek out a new home.

http://mkat.iwf.de/mms/metafiles/02000018060220000000_lo.asx

As kids, we used to know the "secret" nesting site, every year, we went to this ditch, and on the slope, it was a very soft mossy like growth and we could see where the bumbles go in and out, so we would gently open the thumb large hole to see the nest with some baby bumbles in it....soooo cute!
Konrad

Konrad -
That's exactly why I always shake my gloves now before I put them on. :-O

when the bb's are nesting in my shed, i can usually enter with a few at the same time. at most, they check my out by bumping into me. i sometimes get a little unnerved when they follow near my head, but i haven't been stung.