Paper Pulp
Yellowjackets, which are a type of wasp, build their paper nests from wood fibers mixed with saliva. They build multiple tiers of vertical cells and create a paper opening with only one entrance hole. Paper wasps build their nests much the same way, only their nests look like umbrellas, with large holes for the opening.
Mud
Mud daubers collect mud and build nests onto the eaves of buildings, or other hard surfaces. These nests usually only have one opening. The nests may have multiple cells and can be large or small, depending on their location.
Burrow
Some wasps nest by burrowing into the ground or into old mouse burrows or cavities in buildings. This is especially true in urban areas, where it might be easier for a wasp to burrow into a hole in a building than to find materials to build a nest. Yellowjackets sometimes burrow, in addition to building paper nests.