Under the bench on our vegetable garden.
We had seen birds start to build nests in the birdhouses, but then they stopped and we didn't know where they went. That was until we started playing baseball in the backyard. A bird would fly out from under the garden shelf whenever we would get too close while playing baseball, so I decided to take a look through the tall grass/weeds (yes the lawn needs to be mowed). I didn't see anything, so I figured the bird was just hiding out there or eating some great bugs.
On Saturday, Big Daddy mowed the lawn and while we were out playing baseball in the backyard, the bird flew out again, but this time it sat in the fruit tree yelling at us. I decided to look again and there was a nest with three baby birds inside. (Now looking at the picture, I think there are four.)