I have some more, but im not sure what you would consider an egg, and Im not sure if they have been mentioned before...
In the brain tumbler experiement, once you walk inside the caravan and are trapped inside the egg, sooner or later it occurs to the player that they have to punch there way out. If you wait, Sasha will ask you if you feel trapped, etc, and then will ask you to try punch out a few times. After a few more lines of dialouge he will say 'Hurry Rasputin! This test is costing taxpayers alot of money!"
Also, it is possible to get to the Island that you fight Goggalor on. Even though the ball you hover with is disabled, a good run and jump, along with the boost from the hand trying to grab Rasputin is enough to just make it. It took me about 10 tries, so don't give up! If you climb the tower, then it will play the cutscene from the end of the battle and you will then be transported back to Linda. Even if Rasputin has lost his brain, he will be back in the real world. When you return to the Lungfishopolis level through the Collective unconsciousness, then you will be back on the island and there is no way (that i can see) to return to the rest of the level, so it is important to collect everything before you do this.
Also, i read on another site some funny stuff happens if you play the horn next to Dr Loboto, and some other funny stuff happens if you take Mr Pokeylope to the camp and interact with people while holding him. Unfortunately, my saved games arent anywhere near this events. Can anyone confirm?