A native wild bee, they emerge early in the season. The name cellophane bee, or sometimes, plasterer bee, comes from their ability to effectively line their nest chamber with a waterproof substance which they emit from their bodies. They are one of the so-called 'solitary bees', meaning they don't nest communally as honey bees or bumble bees do, but each within their own nest chamber which is excavated in sandy soil. However, they usually nest in large aggregations, so you will see many bees hovering around suitable nest areas, but each with their own little nest chamber. They are effective pollinators of early wild flowers.
To see their nest burrows: http://www.pbase.com/laroseforest/image/150120180