According to a pest removal company:
“Swallows and their nests are fully protected under the Migratory Bird Treaty Act of 1918, which makes it illegal to intentionally kill, injure or take any migratory bird. It is illegal to intentionally damage or destroy the nest, eggs, or young of a swallow while it is being built or in use. The Act allows fines or prison sentences for every bird, egg or nest destroyed.”