In my rooster rantings on the main board where I try to say to those who state roosters don't really do much for the flock, that they are wrong; it's just that in many keeping conditions you don't get to see what they do, I've mentioned sheltering a hen when she makes her nest in the open.
I've seen it a lot but not when I've got my camera.
This is Notch and that black and white patch he is standing over is Donk. Donk has just come into lay and being Donk 

 couldn't possibly lay in the coop.
What makes getting pictures of this difficult is the whole business is conducted very quietly. There is no escort call to be taken to the nest. I see couples wandering about often but it would be a full time job following them all.
The rooster stays there throughout. This means there is no escort call after either.
I think this is very close to natural jungle behavior. It makes sense to establish the nest drawing the minimum of attention.
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