I don't know if they're bumble bees or not but they look similar and
are drilling holes into my wood fence. How do I control these beasts?

Like a very big bumble bee? Carpenter bees, very destructive. They constantly
try to make holes in my cedar house. They make a small round neat hole and then
along comes a woodpecker who rips a gigantic crater searching for the bee.
Spray them with flying insect killer.

Dave
http://members.tripod.com/~VideoDave