Our last hamster did this (wouldn't use a nice little house!) but when I gave him a bigger one he moved into it. Sometimes they like to build a big nest and decide a house either isn't big enough for that, or it lets too much light in. With a bigger one they nest furthest away from the door. If you put a bendy bridge over the door it also tempts them to nest in it as it makes it even darker and acts as a ramp up to the roof (if it's a flat roof) to make another level. A shoebox makes a good sized house. Cut the bottom out and cut a hole in the side for the door and sit it on top of the substrate so your hamster can bury hoards. The lid can act as a lift-off roof so you can check inside to spot clean etc, without having to take the house out and the nest collapsing. Putting a bendy bridge over the door makes a tunnel entrance (they like tunnels so your ham will probably go down and investigate) and will make it darker inside. The RSPCA recommend a nesting box with an angled entrance tunnel so they have somewhere dark to retreat to. (The bendy bridge is an angled tunnel as it's at a right angle to the house).
You can buy larger wood houses as well. I'm currently using the Ferplast Sin Rabbit house (it's way too small for a rabbit). You need a good sized cage to fit that in though and it doesn't need to be quite that big
The door is huge but I have the house sitting on the floor of the cage with a couple of inches of substrate inside it and substrate piled up round the outside to the usual depth which makes the door smaller/lower for the bendy bridge to fit. It does have a lift-off roof as well. Wood houses could do with painting with plastikote though so they are wipe clean in case they get pee'd on or in, which adds to the cost a bit.
Rodipet also sell good hamster houses, but they work out a bit expensive due to the cost of the postage from Germany. I had their large labyrinth house for our last hamster. It's dark inside, has rooms (helps it be even darker) and two entrances. It's a great house, but it is huge! You need a large cage for it. And a shoebox house is free and absolutely fine