Holy Bughole

Athena discovered a hole in the side of our house, a few feet below her bedroom window. There is some yellow gooey stuff smeared on the wall below the hole. Some black winged insects are flying in and out! Anybody know what these things are? Bumble bees? Hornets??? Dad's out playing poker tonight, and we're not quite sure what to do. Do we put a cork in the hole? Spray a can of caulking into it?? Call Batman? The Green Hornet? Any advice appreciated.