(Interested to know if there are any beekeepers who agree/disagree with this)
Things You’ll Need:
- NUC Or Hives With Frames
- Bee Brushes
- Beekeeper Gloves
- Protective Clothing
- Drop Cloths Or Old Sheet
- Duct Tape
- Butcher Knife
- Cotton String
- Ropes
- Ladders
Catching a Swarm Near the Ground
Remove two or three frames from a beeless hive and position them at a height below your head.
Shake the limb or bush holding the swarm to dislodge the bees.
Replace the frames and lid of the hive after the swarm enters the hive.
Leave the hive for a few hours while stray bees find their way into the hive.
Catching a Swarm High in a Tree
Gather your equipment: lemon-scented furniture polish; ladder or rope and weight (such as a rock or any heavy object); drop cloth; and an empty hive body.
Spread a sheet or drop cloth on the ground under the cluster.
Place the empty hive body on the drop cloth under the swarm. You can use the drop cloth to gather up the swarm if it misses the hive body.
Remove the top of the hive.
Use the ladder if possible, or tie the weight to the end of the rope end and throw the weight over the limb where the bees are clustered.
Jerk both ends of the rope to dislodge the cluster of bees.
Replace the top of the hive after the swarm drops into the hive body.
Leave the hive for a few hours while stray bees find their way into the hive.
Bee Lore 
I have caught swarms before and you do not want to use furniture polish. The chemicals are not healthy for the bees at all. If you are using a beehive box that bees have been in before, then you are all set. Used bee boxes have the honeybee colony scent still inside. Bees are strongly drawn to where other bee colonies have lived.
If you do not have a used bee box, then you can scent the inside of the box by rubbing softened beeswax or propolis inside the hive. Or, if you want to use an essential lemon oil that would be fine too. Again, I advise against using any sort of chemical spray such as furniture polish.
If you do have an active swarm, you can calm them down using a spray bottle filled with about 1/3 sugar and 2/3 water. This calms down bees very well.
Thanks for all the great BeeLore!
Nick – The BeeMeister
By the way, evening just around dusk is the best time to catch and move a swarm, since most all of the scout bees have returned to the main swarm for the night. However, if you need to move a swarm quickly during the day, get as many bees as you can and then stay until as many bees as possible fly into the box or container you are using before removing the hive. If you are in a city, you may not be able to leave the beehive for a couple of hours like you can in other areas.
Nick – The BeeMeister
The Bee Space
http://thebeespace.wordpress.com