Etches S., Clarke J., Callomon J. (2008) Ammonite eggs and ammonitellae from the Kimmeridge Clay Formation (Upper Jurassic) of Dorset, England // Lethaia. in press http://dx.doi.org/10.1111/j.1502-3931.2008.00133.x
Eight clusters of small spherical and subspherical objects, some isolated and some associated with shells of perisphinctid ammonites, have been recovered from the Lower and Upper Kimmeridge Clay (Upper Jurassic) of the Dorset coast, England. They have been interpreted as ammonite egg sacs and represent the freshest and best-preserved examples known so far. Their structures and the ecological framework in which they occur are discussed. The parents are thought to be members of the two eudemic genera Aulacostephanus and Pectinatites that dominate the biostratigraphy of the ammonites in the range of the Kimmeridge Clay in which they occur. Isolated nuclei of ammonitellae have also been recovered.
P.S. In addition to few papers deals with suspected ammonite eggs, cited by the authors, there is at least one little-known Russian publication, where ammonite eggs (?) described from the body chamber of the Upper Volgian Kachpurites:
Baranov V.N. (1985) On the egg remains in the body chambers of the Late Volgian ammonites // Bull. Soc. Natur. Moscow., geol. Т.60. no.2. P.89-91.[in Russian] pdf: http://rogov.zwz.ru/Baranov1985.pdf