These are one of the bee "pests". When they sting you, they can just keep stinging you over and over again because they do not have a barb. Generally a bee suit is worn to help prevent stings.
Sometimes Yellow Jackets can be seen flying in and out of the overhang of houses and other structures. A pesticide is used to kill these Yellow Jackets.
Yellow Jacket nests can be found in the ground or under bushes. These nests are usually dug up and then the Yellow Jackets are destroyed.