Bees appear in only one level in Super Mario World 2: Yoshi's Island, which is their own level.
Bees are enemies in Yoshi's Story that live in Beehives. They block Yoshi's path, only letting him pass if he walks slowly. There is also a large type of Bee, which stings Yoshi is he gets too close. Power Bees are Bees that heal Yoshi.