I've never seen this sort of fly or bee in the central valley of California. I found it l laying on its back in the dirt, and moved it with a stick to some better lighting.
It had very thick legs, noticeably thicker than a honey bee's. It was very furry, much more so than a honey bee.
Sorry for the poor quality of the pictures, my phone's camera could not focus on something so small. I had to use the video recorder, then capture these still images later.
Looks like one of the bee-like robber flies in genus Laphria - http://stevecreek.com/wp-content/uploads/2010/06/Insect_100626_2519.jpg
