Cicada Killers or Cicada Hawks

A female Cicada Killer attempts to carry off her prey.

     Eastern Cicada Killers (Sphecius speciosus) are large, solitary wasps that go by several other common names: Cicada Hawks, Sand Hornets, and Giant Digger Wasps for example. They are in the family Crabronidae, which has 4 species in North America and 22 world wide, all specializing in preying on cicadas. Their scientific name translates to "Wasp" and "showy" respectively.
     They certainly do stand out. They're big, up to 2 inches for females around here. Though solitary, males will form territories around good nesting habitat, guarding what are called leks, or breeding grounds. Since they buzz loudly and fly up to investigate anything flying through their territories, they can be quite intimidating. They grapple mid air, sometimes crashing to the ground while engaged with one another, scaring people in the vicinity in the process. Here's a short video of a male guarding a hole, waiting for an available female to stop by:

                    https://www.youtube.com/watch?v=G8BAQnAKyfI

     Recall however that stingers on bees, ants, and wasps are modified ovipositors, used for egg laying. Since males do not lay eggs, they cannot sting. They do have what amounts to hard tip on the end of their bodies though, a pseudo stinger that can poke, but again, this is all bluff.
     Here's a look at some cicada killers mating: 

https://www.youtube.com/watch?v=7oy50PAPYpE

     Females Cicada Killers can sting, but almost never do. Researchers have had to hold them in place to illicit stings, and supposedly the stings are no worse than a pin prick. They would only sting if caught by hand, stepped on barefoot, or got trapped in clothing. Walking or mowing over them will not aggravate them into stinging.
     Many people confuse Cicada Killers with the large, introduced European Hornet. These large yellowjacket-like wasps are capable of nasty stings. Since they also hunt large insects, seeming to like to eat cicadas as well, they are often called cicada killers when indeed they're not.

A European (German) Hornet attacks a Cicada. They're often confused with Cicada Killers. A smaller Yellowjacket hovers overhead.

     Female Cicada Killers require a cicada for their young to develop. They hunt for them, stinging them until they're paralyzed. Although you'd think they catch more male cicadas who are singing and advertising their presence than females, they seem to get an equal number of each. They go after the various species of "annual cicadas" (those that come out every year, but whose individuals may spend several years feeding underground). The Periodical 13 and 17 year cicadas have evolved to emerge earlier and are done breeding by the time Cicada Killers usually emerge. After stinging a cicada, they carry their prey back to their burrows. Since the weight of a cicada, especially the larger females, is 2-3 times the weight of a female Cicada Killer, that is no easy task. Here's a short video from the Capital Naturalist YouTube Channel showing one attempting to do so:

                       https://www.youtube.com/watch?v=5sdzhAuvBtU

     Cicada Killer burrows average about 6 inches deep, but can go deeper than 2 feet. The females excavate them using their jaws to loosen the soil and then pushing the dirt back out the holes using modified spines on their legs. This means that they are very picky about where they build their nests. They like to choose bare, loose, well drained (often sandy) soil, sunny if possible. Sometimes 2-3 females will share an entrance, but each then digs burrows away from the main tunnel to use as their own chambers.
     Each female has a cell she provisions with the paralyzed cicadas. She leaves one cicada if she decides to lay an unfertilized egg which results in a smaller male Cicada Killer. She will leave 2-3 cicadas if she decides to leave a fertilized egg, resulting in a larger female wasp. Thus the males are smaller, much smaller if they were provisioned with a small male cicada. Eggs are placed under the second pair of legs of the paralyzed cicada. Females sleep in the burrows at night.

A lek, or breeding area, full of Cicada Killer burrows.

     After a couple of days, the eggs hatch. The larvae feed for about 2 weeks, feeding on the cicada, leaving its vital organs for last so it can stay fresh longer. The young pupate and overwinter in a cocoon, emerging in late June or July of the following year.  All adults die after breeding, none making it past the Fall. Adults nectar at flowers and feed on sap flows, being very minor pollinators.
     Though these huge wasps, among the largest in North America, can be intimidating, they are harmless to people. It is unfortunate that they sometimes choose our lawns, garden beds, window boxes, and playing fields to sometimes build their burrows, but these are beneficial insects. They can be discouraged by mulching or heavily planting the areas they favor, but should just be left alone otherwise.