I guess the above image, graciously supplied by 2packsaday, would confirm that what I saw were indeed the nest of swallows, particularly because my image and the above one both originated from Montana.
The swallows around my part, while building similar nests, have much smaller openings.
I guess the swallows in these parts are a little warier of intrusion than the Montana variety.
I would like to thank everyone who participated in this thread and would now suggest everyone go back to their daily routines.
Nothing more to see here. Move along please.