Currently, there is no place in Tucson/Pima County that will come out and remove a swarm of bees without charging a fee. To have bees removed, you may need to call a pest control company.
There was a time that beekeepers would collect the bees. This is no longer done because there are fewer beekeepers, liability concerns have increased, and swarms are less valuable since they may be Africanized and will require a change of the queen to be useful to a beekeeper.
The Better Business Bureau has a list of accredited businesses in Tucson that remove bees. www.bbb.org/tucson/accredited-business-directory/bee-removal/tucson-az
"Tucson Bee Removal." Better Business Bureau. http://www.bbb.org/tucson/accredited-business-directory/bee-removal/tucson-az (accessed October 11, 2011).