The most amazing thing to watch is hiving swarms - basically you collect them in a box, wait until all the scouts are home again, then prepare a hive for them to go into, place a board with a sheet over it sloping up to the hive entrance, and then dump out the box of bees at the bottom of the sheet. They'll be confused for a bit, but generally walk up the slope, and the first ones to find it will start fanning their wings and producing a scent to say "over here", after which all the bees will walk up the slope and into the hive.
Here's a video of it: - about 5 mins in you suddenly see them all pour in