Raccoons, opossums, cats, and squirrels will reach in a nest and take whatever they can get. Insects like Paper Wasps can kill young fledglings by stinging them. Snakes can eat the fledglings and eggs whole. Then, afterwards, they may decide to build over the old bluebird nest. Grackles and Blue Jays will take fledglings or eggs.
Birds of prey can catch the adult bluebird or a newly fledged bluebird.
Many of these problems can not legally be prevented, but some of the problems can. To keep House Sparrows and Starlings away from your Eastern Bluebirds you must monitor nesting sites at least once a week. If you do come upon a House Sparrow or Starling nest remove it immediatly, install a House Sparrow Trap , and kill the male sparrow. You can also relocate the trapped bird 5 or more miles away. To keep raccoons, opossums, cats, and squirrels out you can install a predator baffle below the box, and a Noel Predator Guard around the entrance hole.