I have a nestcam (a tiny infrared camera) inside a Gilwood box in my backyard. A pair of Eastern Bluebirds (EABL) have chosen this box for their first brood, and the female has been bringing in bits of grass, but it's too cold to get serious. (This was filmed March 21, 2008 in northeastern CT).
A White-breasted Nuthatch (WBNU) was seen roosting in the box after I plugged in the cam. The night before this was filmed, the bluebirds guarded the box and wouldn't let anybody in. The next night it was cold and windy, and the nuthatch (can't tell sex) came in.
His behavior is interesting - with the EABL on top of the box, clucking away, he sways and puffs up (but does not make a sound.) At one point he lunges out at them. Then he settles down, fluffing and preening. He spent the night in the box. (Bluebirds may roost in trees or in boxes, but I have not seen them roosting in this box.)
Kenn on the Bluebirding Forum reported that he has seen WBNU's puffing and swaying behavior when trying to intimidate Carolina Wrens at a mealworm feeder.