Hilary Berseth makes sculptures with bees by placing armatures in their hives. I blogged about his work before ages ago but it has just been featured on Makezine where they've linked to this article on nymag.com which features a slideshow of images showing the process.
Someone in the comments section of the nymag article posted this link to the work Aganetha Dick who encourages bees to build honeycombs on figurines and other objects: