These are the only photos I have of squash bees nesting. From 1971!
I haven't found any myself, yet.
Squash bees (genus Peponapis) nest in the ground. They are "gregarious," meaning that although they are solitary bees, that build their nests near each other.
According to bee research pioneers who took these photos, squash bees prefer LAWNS for their nesting sites. Weird! Nest holes are usually concentrated in a few areas of a lawn. Frequently in barer patches. But also in 'protected' places like under shrubs, next to a tight clump of grasses, along sidewalks, even under wood planking (see Figure 2). Apparently squash bees don't mind a lot of moisture (from irrigation), either.
I won't rest until I find a nest site in Salt Lake City. Squash bees are everywhere right now... and they are taunting me!
Hurd, PD, EG Linsley, and AE Michelbacher. 1974. Ecology of the squash and gourd bee, Peponapis pruinosa, on cultivated cucurbits in California (Hymenoptera: Apoidea). Smithsonian Contributions to Zoology, Number 168. Smithsonian Institution Press.