I had some empty hives stacked up in the apiary and when I was working there one day noticed a hornet flying about. It disappeared inside one of the empty hives where it had been knocked aside slightly (probably by a visiting deer or something like that).
When it left I opened up the boxes and removed the nest it had built, closing everything up again properly. The nest was in its very early stages, just holding the first batch of grubs the queen had laid.
To give an idea of scale, here it is with a tennis ball.