This is a video of a barn swallow nest in the USA.
From Associated Press:
Apparent conjoined pair of barn swallows cause stir among Arkansas wildlife experts
By JON GAMBRELL,
Posted: 2008-07-20 15:47:31
LITTLE ROCK, Arkansas – An apparent set of conjoined twin birds – an incredibly rare find – has been discovered in Arkansas, authorities said.
The bodies of the barn swallows, which are attached at the hip by skin and possibly muscle tissue, are being sent to the Smithsonian Institution for examination and confirmation, Arkansas wildlife officials said Friday.
See also here.