Bank swallows actually make their nest by digging into sandy banks. They do this by clinging onto a rock or some tree roots and then scrape out the dirt. The end result is a large hollow which can be about one metre (just over three feet long) and usually has a curved 'ceiling'.
The kingfisher, shelduck and sand martin all dig quite long tunnels and then deposit their eggs in the back of them.
Curlews tend to make their nests realtively in the open, disguised only by the natural fauna around the nest, so that the eggs and nest are not easily visible.
Puffins, gulls and other sea birds make their nests on inhospitable cliffs, so that the risk of predators is low and due to the numbers of nesting birds, safety is maximised.