Catching a swarm from your own hives depends a lot on available "homes" that the bees will choose...
Apparently, we do not have many available sites nearby... My bee shed is about twenty steps from my main yard. I have had bees move into both Nucs and assembled hives in that shed, and once into a hive I had in the back of my truck about 40 yards away...
Like Perry, the first time it happened, I searched my hives like a fanatic to see which one had queen cells and no queen, and could not find which hive they came from, so assumed they wre not mine.. since then, I quit worrying if they were mine. I do regular inspections and HOPE I will spot a problem when I need to.
this year I split pretty hard two diffeerent times, and still had a swarm move into a hive in my shed...
As I see it...
I am either getting free bees with 0 work, or my bees are splitting themselves for me... Now I just run with it!