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Click Clock Wood
In Banjo-Kazooie, the Zubba's Nest can be found in Click Clock Wood, hanging from one of the Click Clock Wood Tree's branches. During the spring, it is completely closed off except for a small hole in the front. Since Banjo and Kazooie cannot normally get through that passage due to their size, they need to transform themselves into a bee to do so. Once this is done, Banjo isn't able to do much besides save a Jinjo, fly around the nest and hear a Zubba tell him about how they are guarding Gruntilda's honey piece.
During summer, a hole on top of the nest appears, which can be opened using the Beak Buster move. Inside, the Zubbas will try to attack Banjo and Kazooie to protect their Jiggy. However, once defeated, they will hand out the jigsaw piece claiming they "were getting bored of guarding it anyway."
During winter, the Zubba's Nest is mostly gone, with only half of it still there and covered in snow.
In Banjo-Tooie, the Zubba's Nest can be found in Cloud Cuckooland. There, the Zubbas explain they have obtained a new hive and are hosting a shooting mini-game which can be played as Bee Banjo. The reward for scoring enough points in it is a Jiggy.