YES, YES, YES!!!
I have a Rhodie who was laying perfectly fine from the first. Suddenly, she laid a 'rubber egg' (an egg w/ a membrane but no shell). But she also laid three completely shelless eggs. At first I was baffled by finding an egg sitting on the bottom of the coop with no shell anywhere. But the day before yesterday I noticed that she was not acting like herself. At one point she went off by herself and I could tell she was pressing. Then I saw something squirt out of her bottom which at first I thought was poo. I thought maybe she was constipated. But I went over and there was an egg sitting on the ground. No shell, no membrane, just an egg.
When they lay a 'rubber' egg it is because once the yolk is formed, the membrane (the vitelline membrane) is formed at the same point the 'white (albumen) is formed. At this point the hen's body forms strands that anchor the yolk in place.
The last thing to happen is the depositing of the shell. The happens just before laying. Obviously there can be 'mistakes' in this process that will deliver the egg without a shell or even without a membrane.
I am happy to report that the pullet who had this problem laid a normal egg today. Especially when they're young these things can be common because their egg forming apparatus is still maturing as they are.