There is a conversation happening right now on another list serve about woodpeckers destroying plaster on a house. This is not the first time I have heard of this. If you use earthen plasters that are based on local soils, you may encourage local birds to try and nest in your walls.
This is especially true of you have bank swallows as they may see your house as one huge river bank! In order to avoid this, be sure to get your finish coat of plaster on the walls as soon as you can. The finish coat has the color and so the birds will no longer look at your house as a possible home.
Woodpeckers are another type of bird that have been seen smacking their heads into walls, at least here in the Northwest. Flickers, a dominantly ground based woodpecker, love to widen holes made by other birds in search of possible food. Other woodpeckers may focus on rafters or other wood members. This may be an indication of wood rot or termites. No matter what type of bird you have attacking your house, it is a good idea to investigate the area they are interested in BEFORE you move them on their way. Be sure to see them as an opportunity to learn about the health of your house and then be sure to remedy what ever is encouraging the birds as soon as possible.