Check the bums... Sometimes the membranes come out after and it gets stuck in the mailbox. She also may have pooped it already and it is somewhere in a pile.
Do not pull it out if you see it... It will exit when she poops, if you tug it out her skin may (or will) follow it out and you'll have a bigger problem than a membrane sticking out. If someone else finds it interesting and tries to peck her bum, just separate her until she poops. If you do tug, and her innards do follow it out, just keep watch for a few minutes and see if it all goes back in, if not, post here someone will give to info on that.
I'd give her a treat with some calcium citrate in it or on it (I get it in powder and dissolve it into a 'pudding' of water and layer crumbles or pellets. If she is not impressed with that recipe, apple sauce is too delicious to turn down) You can also crush tablets into something. There are some impressive people here able to pop a whole tablet into the hen's mouth, I am not that skilled, I can't even convince my husband to take cold medicine when he needs it.
I have had some that did this and later had water-belly, some that then made lash-eggs, and some that just went back to laying.
(Translates to: keep an eye on her, but don't make yourself sick with worry. It may be something, but it might not be horrible)