Wood bees, also known as carpenter bees, look very similar to bumble bees. The only difference between the two is that carpenter bees have a black abdomen, while bumble bees have a black and yellow abdomen. The difference is so slight that you might not even notice. However, if you are dealing with wood bees, you'll notice small holes about the size of your finger drilled into your deck, the walls of your home, or even your eaves. You may also notice what looks like sawdust around these holes, though it's actually their feces.
Use a caulking gun to fill all the wood bee holes with caulk. This will trap the wood bees in the holes and they'll die. It also prevents other wood bees from nesting in those holes again. Do this in the evening, when the bees are slow.
You can also use a putty knife to fill all the wood bee holes with putty. Again, do this in the evening, when the wood bees are slow. Like caulking, this will trap the wood bees in their nests and kill them, as well as prevent other wood bees from reusing the holes for new nests.
Another option is to spray WD-40 into all the wood bee holes. WD-40 will kill the wood bees, and also makes cleaning their dung from the holes much easier. Insecticides like Raid kill wood bees as effectively as WD-40.
You can also attach the smallest attachment to your vacuum cleaner. At either dusk or dawn, when the wood bees are slow and haven't left the nest, put your vacuum attachment in the hole and suck all the wood bees out.
Once all the wood bees are dead or removed, clean out the holes and fill them with caulk or putty.