As you have discovered not all "bees" are actually bees. Many kinds of insects including beetles, moths and especially flies are very good bee mimics. The bee mimic in your photo is actually a rodent bot fly, Cuterebra abdominalis Swenk (Order: Diptera, Family: Oestridae). This very uncommon and rarely seen fly is one of about 20 species of Cuterebra flies occurring in the U.S.  Known as rodent and rabbit bot flies, the larvae of these flies are parasitic under the skin of mice, rats, squirrels and rabbits. The adult fly lays its eggs near the rodent host burrow or nest. When the host comes nearby the heat from its body, or CO2 from its breath, stimulates the fly eggs to hatch. The tiny larvae climb onto the host and enter through the eyes, mouth or nose and eventually burrow through tissues ending up under the the skin. There they cut a tiny opening, through which they can breathe. They feed on blood and bodily fluids, and after several weeks, grow into a large spiny larva. The term "bot" refers to the larva or maggot of these types of flies. The term "warble" is sometimes used to refer to the swollen cavity under the skin. When fully developed, the larva, which may be nearly an inch long, squeezes out of the host through the breathing hole in the skin while it is still soft. Once outside, it darkens and hardens and then burrows into the ground to pupate. Eventually the new adult fly will emerge. The entire life cycle may take a few months to over a year depending on the season and temperatures. Surpirsingly, the rodents and rabbits infested with these large bots, often several per host, do not seem to be too bothered by them and seldom come to much harm. Once the bot larva leaves, the wounds usualy quickly heal over. However, the bots can cause some debilitation in smaller hosts, such as mice, or if several bots are present, which can weaken the host and make them more susceptible to predation. Rarely these flies will parasitize cats or dogs, but not humans. The adults of most species of rodent bot flies are black and white or black and yellow, mimicing or resembling bumblebees. This helps protect them from predators while they search for mates and hosts. If you search the internet for bot fly or rodent bot fly, you will find more information and photos about these fascinating (or disgusting depending on your view point) insects.