They may simply be swarming. It's a way bees start new hives. In a good season, bees will breed up until their numbers exceed the spare space in the hive, or the carrying capacity of their environment. When this happens, the workers choose several healthy larvae and begin to feed them royal jelly, so that they develop into sexually mature females (queens). Usually there is only one queen per hive. If the queens mature when weather is too bad for mating flights, they hunt each other through the hive until only one is left. Once the queens become mature, each of them will fly on a mating flight followed by the hive drones (the spare males, of which there are always between a few dozen and a few hundred in a hive.)
The queens fly high, and whichever of the drones is strong enough to keep up with her gets a chance to mate, then dies. The queen flies back to the hive, and assembles between a few hundred and a few thousand bees, then flies off with this swarm. She lands somewhere and the bees cluster around her for warmth and safety, while scouts go out to find, as may be, a hollow tree, a solid rock overhang, or your chimney or wall cavity. This is also the point where the swarm can be captured by an alert apiarist, and used to start a new hive. Once a suitable site is found the whole mass of bees moves there, the queen settles down to laying eggs for some of the workers to raise, and the rest of the workers forage for food, defend the hive etc. And the cycle goes on.