Set  Eggs    Unlocks                   Set  Eggs    Unlocks
  ---  ----    -------                   ---  ----    -------
   1: 01-10: Concept art                  5: 41-50: Sgt. Byrd Mini-games
   2: 11-20: Character Viewer             6: 51-60: Spyro Turret Mini-games
   3: 21-30: Ember Model (Play as Ember)  7: 61-70: Sparx Shooter Mini-games
   4: 31-40: Flame Model (Play as Flame)  8: 71-80: Blink Mini-games

The numbers in the checkboxes are which set each Egg is from.

Dragon Village
[3] 1. Two 'rooms' past Hunter.
[2] 2. In the locked Treasure Chest near the Ball Gadget.
[4] 3. In a tower blocked by a Dark Gem.
[5] 4. Sgt. Byrd's minigame.
[8] 5. From #4, go through the tunnel behind the cracked wall; in the creek.
[4] 6. Inside the sealed boss cave.

Crocovile Swamp
[2] 1. Across platforms in the muck, in the area that the first Dark Gem opens.
[3] 2. Next to a 'cloth wall', above the tunnel leading to the Temple.
[6] 3. The locked Treasure Chest inside the Temple.
[8] 4. Blink's minigame.
[8] 5. Polespin to the top of Elder Magnus' treehouse, and glide to a ledge.
[6] 6. A niche in the tunnel opposite the one above Blink's cage.
[4] 7. Fredneck's minigame.
[1] 8. An Egg Thief inside the Electric Breath room of the Temple.

Dragonfly Falls
[3] 1. Behind the second cracked wall.
[2] 2. Just past the area with several vultures, in a giant bird's nest.
[7] 3. Sparx' minigame.
[7] 4. Behind a cracked wall, at the top of a Wall-kick slot.
[4] 5. Near the end of Hunter's area, in another giant bird's nest.
[1] 6. Inside the Secret Area, held by an Egg Thief.

Coastal Remains
[8] 1. Blink's minigame.
[8] 2. Above some Gnorcs, accessible via Electric Breath platforms.
[5] 3. At the far end of a pool full of piranhas.
[1] 4. Inside the Secret Area, held by an Egg Thief.
[6] 5. On one of the islands reached via spinpole, once a Dark Gem is gone.
[6] 6. The 'Save the Turtles' minigame.
[2] 7. In the top of a ruined tower, above #6.

Sunken Ruins
[3] 1. Inside a locked Treasure Chest, just the other side of the first pool.
[3] 2. At the top of the room with the first Dark Gem.
[7] 3. Sparx' minigame.
[2] 4. Inside a locked Treasure Chest, in a room with columns and fish statues.
[2] 5. Inside a locked Treasure Chest in the large room at the south of the
map.
[4] 6. On the ledges at the top of the Wall-kick slot (the glowing pipes).

Cloudy Domain
[2] 1. Inside the Strong Door on the island by the Elder's house.
[2] 2. On a platform behind the Elder's House.
[4] 3. Inside a locked Treasure Chest, down the path to the left of the start.
[5] 4. Below a platform with an elevator in it, down the path to the right.
[1] 5. From an Egg Thief.
[5] 6. Sgt. Byrd's minigame.
[5] 7. The Ball Gadget minigame.

Frostbite Village
[6] 1. Peggy's minigame.
[4] 2. Under the Dark Gem which is around the corner from Peggy.
[8] 3. Blink's minigame.
[1] 4. From an Egg Thief.
[6] 5. In the room behind the second Strong Door you open.
[8] 6. Behind the cracked wall on a ledge above Moneybags' Portal ("Icy Camp").
[2] 7. Inside the Secret Area, in a locked Treasure Chest.

Gloomy Glacier
[3] 1. Inside a locked Treasure Chest in Bentley's house.
[6] 2. Inside a locked Treasure Chest down the third hallway.
[3] 3. Behind a cracked wall, in the passage with swinging axe blades.
[2] 4. At the end of a series of cracked platforms, below the first bone
bridge.
[4] 5. On a pedestal next to Zoe.
[7] 6. Sparx' minigame.

Ice Citadel
[4] 1. Behind a barely-visible cracked wall, just before the first Dark Gem.
[3] 2. At the end of the series of Supercharge tunnels.
[5] 3. Sgt. Byrd's minigame.
[3] 4. Behind a Strong Door opposite Sgt. Byrd.
[1] 5. From an Egg Thief.
[5] 6. On top of an elevator, at the end of the hallway behind the Ice Queen.
[7] 7. On a ledge only reachable via spinpoles, past the area in #6.

Stormy Beach
[1] 1. From an Egg Thief.
[6] 2. From the 'Defend the Realm' minigame.

Molten Mount
[7] 1. From Teena the Hyena.
[5] 2. Sgt. Byrd's minigame.
[4] 3. On a ledge on the way to #2.
[1] 4. From an Egg Thief.
[3] 5. Inside a locked Treasure Chest behind a cracked wall.

Magma Falls (Top)
[6] 1. In a locked Treasure Chest, behind Moneybags' Portal.

Ball Gadget
[7] 1. Above the tracks.
[5] 2. Above the tracks.

Magma Falls (Bottom)
[1] 1. From an Egg Thief.
[7] 2. Sparx' minigame.

Dark Mine
[7] 1. In the green water at the end of the Secret Area.
[8] 2. In a locked Treasure Chest, just past the second Moneybags Portal.
[8] 3. Blink's minigame.
[6] 4. In a hidden niche just past #3.
[5] 5. Next to Moneybags' third Portal.

Red's Lab
[1] 1. From an Egg Thief.
[8] 2. On an upper ledge inside the door second to the right in the orrery.
[7] 3. Behind a wall of lasers inside the first door to the left.

This list is from a GameFAQs walkthrough. DarkSpyro has maps which may also help you. I hope I was of some assistance to you.