From the CDC: Although most infected hens have been found in the northeastern United States, the infection also occurs in hens in other areas of the country. In the Northeast, approximately one in 10,000 eggs may be internally contaminated. In other parts of the United States, contaminated eggs appear less common. Only a small number of hens seem to be infected at any given time, and an infected hen can lay many normal eggs while only occasionally laying an egg contaminated with the Salmonella bacterium.
Disease Listing, Salmonella enteritidis, Generall Information | CDC Bacterial, Mycotic Diseases
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Now, not every salmonella bacterium will cause illness. A healthy immune system can handle some bacteria. I wouldn't advocate knowingly eating the stuff, but the risk is relatively low if you're healthy.
I've eaten raw eggs using the Rocky method... I do not recommend it. No, I didn't get sick. But swallowing a whole raw egg feels akin to throwing up, but backwards. Throwing down, maybe? Really, it is just unpleasant.