Where did swallows nest before there were buildings?

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I've often wondered about where swallows used to nest before there were buildings with eaves. They make their nests out of mud, and that wouldn't stick to trees. They have to have some sort of roof over the top to stop water getting on the nests, because they would just wash away. When you think of how long evolution takes for changes to happen, did they suddenly see the first building and think 'okay we'll stop building our nests this way and try building under a roof'? I know it's a weird question, but does anyone have any ideas?