This is actually a moth rather than a bee. It is called a Bumblebee Hawkmoth, Hemaris diffinis (http://the-grackle.blogspot.com/2010/11/critters-bumblebee-hawkmoth.html) and do a Google image search for Clear wing Hawkmoth to see other examples.
The appearance and colours of a bumblebee is an example of mimicry to fool predators into thinking it is a bee that can sting.
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