The Collaborative International Dictionary of English v.0.48:

nest egg \nest egg\, n.
   1. An egg left in the nest to prevent the hen from forsaking
      it, and to induce her to lay more in the same place.
      [1913 Webster]

   2. Hence, (figuratively), Money set aside in a special fund
      to be used for special occasions, or more commonly, for
      retirement; as, she set aside a large hunk of her salary
      every month and had a considerable nest egg for her
      retirement.
      [PJC]

WordNet (r) 3.0 (2006):

nest egg
    n 1: a fund of money put by as a reserve [syn: savings, nest
         egg]
    2: device consisting of an artificial egg left in a nest to
       induce hens to lay their eggs in it