Hens do sometimes eat eggs - they know how nutritious they are. It's a bad habit and hard to cure, so don't give them eggs.
Are the eggs pecked or smashed?
Depending on the design of your henhouse, it could be crows or magpies. We were getting broken eggs last year - quite clearly holes pecked in them. Dan set up the camera in the henhpuse and caugh a magpie on film - came into the house, checked each nest box in turn. We rigged up a tunnel / chicane that the hens would negotiate but not the magpies. They can't get into the arks because of the design.
If you don't have many nestboxes and / or don't lift the eggs frequently enough, they sometimes just get stood on and broken, which is a different problem with a different solution.
Hope thsi helps.