Horns of the Swarm are animal-or perhaps insect-horns that are somehow magically imbued. Their sole purpose is to summon a swarm of five Bees to your location, regardless of dimension. Any horn used in this process is consumed.
Such horns can be found randomly in Erebus dungeons.
They could be used to bring Bees to the Overworld or similar without the need for a Wand of Preservation, as both the wand and the Amber Stars required for it are difficult to come by (Amber Stars are difficult to come by as you need Tree Sap from a Balsam Tree, and Balsam Trees are a notoriously rare spawn in the Ulterior Outback).