In warm weather, I have heard of people taking swarms but losing them a few hours later after leaving them in situ to ensure the queen and foragers have not been lost. Taking a swarm in cluster is disrupting its natural search for a new home. In warm weather this searching will continue and if they find something better than your cardboard box the bees will move to it.
If one is certain that the queen is in the skep (usually indicated by enthusiastic Nasenov fanning) and most of the cluster is inside, one might consider wrapping the skep up in a sheet and moving it to a cool site (perhaps its new apiary and ensure bees have a small entrance) some distance away before hiving it in the cool of the early evening. This will disrupt the search process but result in the loss of scouts and foragers. One should plan on returning to the original cluster site in the evening to collect the small forlorn cluster of scout bees and re-uniting it with their queen and swarm.
Swarms adopting a bait hive as part of their re-location operation usually stay in it.
J Haverson, June 2013
Note added by Gareth: I did exactly this with a swarm yesterday. I left an old top bar in the hedge at the swarm site and, by evening, the foraging and scout bees had clustered on this. They did not appear too forlorn. Of course, not all swarms settle conveniently in hedges!