What are they???

These bee like things have taken over a portion of our back yard. They are larger than bees and wasps--I was trying to find a dead one to put a quarter next to but I think Misha eats them before I can get to them :( They are about 1 inch long. The other day Gary saw one carrying (flying) a locust into the nest. They live under the ground--we have holes dug into the ground from these creatures. I 'm not just talking 1 hole here its on both sides of the shed and there are about 4 in the yard. We plug them when we find them but they just dig them out again. Soooooo what are they??? Gary thinks they are hornets. How do we get rid of them?? We have used spray but they just come back after a couple days.