Found some pictures and discovered there are some structures for them that appear quite elaborate.

This site has a couple pictures and the second one down the story is smaller and like what we noticed along the highway.
http://www.cbc.ca/news/canada/windsor/barn-swallows-habitats-highway-1.3566966

So in my searching I found the barn swallows are declining in numbers in this area as well as other areas and by this story the Ontario Ministry of Natural Resources requires alternate places for the swallows to nest when work is to be done on a bridge or structure where they nested before

http://www.cbc.ca/news/canada/ottawa/riverside-drive-wooden-houses-help-during-bridge-construction-1.3065813

I don't think it takes anything very elaborate to provide them a nesting site. They used to build their nests from 1 nail in a joist in the old bank barn but I can understand how their nesting opportunities are becoming limited with so few of the old barns around any more.
I see the one couple built a nest in my shed on Thursday after our shower and you can see another added layer on top after the little shower we got today.
Bet there are eggs in it now or in the next couple days.
Will soon have to put down a bag for clean up.