I looked in a carton of eggs at one of the large chain grocery stores. They were 'free run' eggs, which means they are from hens that are loose in a barn, but they are not outside. Every one of those eggs was a very deep brown colour, with lots of speckles on it, and they were all exactly the same colour. I'll admit that I had to wonder if they were dyed, as we never get eggs like that.
We get the occasional egg that has no shell, just a thick membrane around it.