Leda

Jean-Jacques Feuchère, Leda and the Swan, 1840-1849, bronze, 24.1 x 17.8 x 14 cm, Detroit Institute of Art, Detroit

Leda was the wife of Tyndareus, the king of Sparta.  Zeus/Jupiter spied her bathing one day and fell in love with her.  He came to her in the form of a swan and impregnated her.  She gave birth to two eggs, one containing the twins Castor and Pollux (known as the Dioscuri), and the other contraining Helen and Clytemnestra.  

Leda typically appears with the swan (as is seen here), and sometimes eggs or eggshells appear in the scene.