How do honey bees carry pollen?

Bees have a slightly concave area on the tibia of their hind legs surrounded by hairs. These are called corbiculae, or 'pollen baskets'. As the bee is foraging, it uses its forelegs to brush the pollen from its body back into the corbiculae where it is trapped.

You can often see this -- look for (usually) yellow lumps on the bee's hind legs.