The nest is gone?

Earlier in the spring a birds nest appeared on a ledge in my lean-to shed. I’m assuming it was sparrows, they are common here. Eventually, babies appeared and over a period of weeks they matured until I saw one actually sitting outside of the nest. 2 days later everything is gone. Birds, babies, nest, the whole works. There’s no sign of the nest on the ground nearby. Is this the work of predators or normal sparrow behavior?