The parents make their nest in a hole in a tree which they carve out. Both parents sit on the eggs. The female sits on them in the daytime, and the male sits by night. These woodpeckers often prefer to make their nests in Aspen trees, which are related to Cottonwood trees. It was in a woodsy area with a lot of Cottonwood and Oak trees that I made this video. It is likely that this fellow is eating insects. These birds are responsible for eating many destructive insects in the forests.
If you would like more information, click here: Hairy Woodpecker, to see more at Wikipedia.