Ambivalent Muse has a blog post with screen captures from last year’s Chimney Swift cam in Glenham. They folks in Glenham built a chimney-like structure, and when swifts nested in it, were able to video them.
The nest is a simple curve of sticks glued to the wall.
The birds just flop into it face first.
Go to the article for more pictures and a link to the web cam.