There's a common myth that bumble bees shouldn't be able to fly because of the size of their bodies. It's not entirely certain where this myth comes from, but mostly it's because, for whatever reason, someone making these calculations didn't take into account all factors.
The wings of a bumble bee bend and move back and forth in addition to up and down. This is meant to create vortices above the wing such that the "eye" of the vortices have low pressure compared to the surrounding air, which allows the bee to fly. This concept is similar to how a plane flies in that the low pressure above the wings creates a force called lift; when air moves faster, the pressure of the air decreases. The actual way bees and planes produce those low pressure areas are different, of course; planes don't create vortices but are shaped so that the air above the wing travels faster than the air under it.
So in conclusion, there's a physics explanation for everything--including the flight of a bumble bee.