They certainly do but they try and avoid it if they can.
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No the stinger is not left in the skin from Wasps or Hornets. They just sting you and pull it out. Only Honey Bees leave a stinger in you. My family are beekeepers so I have been stung by many bees but since honey bees die when they loose their stinger they don't sting unless they feel threatened.
Beekeepers wear white clothing because white has a calming effect on bees so they are less inclined to attack.
Beekeepers look after bees.
Honey bees. Apis Mellifera in the Western Hemisphere and Apis Ceranae in the East.
As I walked passed the post office I was stung by a bee.