Abd al-Rahman bin Mu'awiyah narrates from the Prophet (peace and blessings be upon him) that he (peace and blessings be upon him) forbade killing swallows, and he (peace and blessings be upon him) said: "Do not kill these refuge-seekers, for they seek refuge with you from others."
(b) Abbad bin Ishaq narrates from his father that the Messenger of Allah (peace and blessings be upon him) forbade killing swallows, the refuge-seekers of the houses.
Both of these are munqati' (with a broken chain). Hamzah al-Nasibi narrated a musnad (connected) hadith on this, but he was accused of fabrication.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الضحايا / 19380