Swarming is the natural means of reproduction of honey bee colonies. In the process two or more colonies are created in place of the original single colony. It is considered good practice in beekeeping to reduce swarming as much as possible by several techniques, as allowing this form of reproduction often results in the loss of the more vigorous division, and the remaining colony being so depleted that it is unproductive for the season. Beekeepers control reproduction by making nucs (nucleus or starter colonies) or by shaking package bees (usually for sale) from hives in the spring before the natural swarm time.

New honey bee colonies are formed when queen bees leave the colony with a large group of older worker bees, a process called swarming. The first or prime swarm generally goes with the old queen. As soon as the swarm is established as a new colony, the bees raise a new queen, or sometimes a replacement virgin queen is already present in the swarm. Afterswarms are usually smaller and are accompanied by one or more virgin queens. Sometimes a beehive will swarm in succession until it is almost totally depleted of workers.
Swarming is mainly a spring phenomenon, usually within a two- or three-week period, the usual period depending on the locale. But occasional swarms can happen throughout the producing season. Old fashioned 'laissez-faire' beekeeping depended upon the capture of swarms to replenish beekeeper colonies and early swarms were especially valued. 

The British Beekeepers' Association leaflet about Swarms | The British Beekeepers' Association leaflet about Bees and Wasps |
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If you find a swarm contact your local council's Environment Officer, or local Police Station, who will arrange for a qualified Beekeeper to give suitable advice for the safe removal of it.
Alternatively, for those in the local area, Wimbledon Beekeepers' Association offers a swarm collection service to the public. If you find a swarm contact the Swarm Secretary on:
swarms@wimbledonbeekeepers.co.uk
Telephone: 020 8648 6358