Told by Hari Sauri Dasa
From a 1991 BTG

In February 1976, Srila Prabhupada was in Mayapur, having arrived a few weeks prior to the Gaura Purnima festival. As per his usual schedule, every day he took his massage in the late morning on the balcony outside his room. One morning, as he sat on a straw mat on the sunlit veranda ready to begin, he drew my attention to some sparrows making a nest. The site they had
chosen was a hole in the wall behind the electrical circuit box just outside Srila Prabhupada's sitting-room window. He said they had been disturbing him at night while he was translating his books. So before the birds could build a complete nest and settle in, I removed the bits of straw they had gathered. But as I began the massage, one of the birds returned and began to rebuild, flying back and forth with small pieces of straw. I crumpled some paper and stuffed it into the hole to block it. So when the
sparrow came back and found its access barred, it pecked, undaunted, at the paper for almost half an hour, trying to open the hole to continue its home-making. When the bird found this too difficult, it flew off and returned with its mate, and together they worked hard to remove the paper. Eventually they succeeded. By pecking and tugging in unison, they removed the paper and began to build again. All the while, Srila Prabhupada watched without comment. When the birds flew away to get more straw, I again filled the hole with the paper, forcing it in tight so that the sparrows couldn't remove it. Again the sparrows spent a long time trying, but this time they were unsuccessful. Eventually they accepted defeat, gave up, and left. Srila Prabhupada then drew an interesting parallel. Even though the birds had eyes, he told me, they could not see. They were trying so hard to build their house, but they couldn't see that the person who had prevented them stood nearby watching. So they continued on in ignorance, trying to make adjustments and struggling against the superior arrangement. In the same way, he said, materialistic persons, though having eyes, could not see how maya, the material energy, was supervising all their efforts. They simply struggled on, making adjustments, hoping to improve their life and secure their place in the material world, not understanding that maya was watching their every move and defeating them at every step.