Cliff swallows are the same birds as mud swallows and barn swallows. They are called cliff swallows because they can be found living on cliffs, attaching their muddy nests to the vertical face.
In the absence of rocky cliffs, cliff swallows make due with stucco, siding, wooden or concrete walls. They have adapted very well to cities and towns, building their mud nests high on the walls of buildings, right below the eaves. In fact they do very well because they are federally protected, and it is illegal to kill them.
Even though cliff swallows, their chicks, and eggs are protected, they are a very controllable bird. There are several techniques that are effective in removing them, including repellents and slip brackets. Allstate Animal Control can discuss the various options with you, and get you started on the right track to rid your building of this nuisance bird.