I also thought they were cicada killers at first but these things do not look like that. These are huge and they look almost like a giant yellow jacket, there is something called an Asian Giant Hornet, it looks more like that.
http://en.wikipedia.org/wiki/Asian_giant_hornet
Two years ago there was one of these in my house, I swatted it and it hit the wall and was laying on the carpet. My phone rang so I went and answered it and was planning to scoop the bee up and flush it but I forgot after I got off the phone. Fast forward about five hours and its now 2am and I'm dead asleep. This thing was only stunned and when it came too it must have crawled across the floor and climbed up the bedding. I guess it was on my toe and in my sleep I felt it and used my other foot to scratch my toe, I immediately came awake when that thing stung me. I've been stung by many yellow jackets at one time when I ran over a nest cutting my grandfathers lawn, probably 15 to 20 stings if not more and this was much worse than that. This was the worst pain I've ever felt from a bee, it was hard to walk on my left foot for two days.