Identifying what they are is key. We've had two different swarms, both honey bees. First lot stopped and rested in our defunct flue, we contacted a pest remover. Basically told us there was nothing they could do as firstly they were in a restricted access location so getting to them would have been impossible. Secondly they wouldn't touch honey bees and directed me towards the The British Beekeepers Association. The only advice they gave was to make it as dark as possible as bees dislike the dark. We covered up the fireplace (they didn't like that!), but by morning they had gone. I've disconnect the flue and got a tiler to remove the flue vent from the roof ridge, really don't want bees nesting in there!
Second swarm landed on our willow tree at the front of the house. BBKA's website has contact details of all swarm collectors throughout the UK, there were three in my town alone. Called one of them who came out and removed them (took an hour). One thing the beekeeper told me was that once they settle somewhere they mark the location as "safe". He told me that we'd likely get more swarms or nesting bees (next door neighbour actually got them in his eaves last year).
Good luck with it.
