If you have noticed in America when shopping to buy eggs you need to move down all way to refrigeration section.

In American Grocery Stores, you will always find the eggs sitting in a cold shelves.

Where as in rest of the regions outside America you won't find eggs placed in the refrigerators, it would be stored at room temperature in some kind of shelf.

So does it mean if you don't refrigerate eggs its harmful for health?

No, that isn't correct. 

In America eggs are refrigerated solely because of the of law. But still there is a reason behind that too.

Before 1970's a  bacteria known as salmonella which is a very common food-borne illnesses in America had ran uncontrolled throughout the Chicken Farms.

To get rid of this bacteria, America came out with a remedy which needed eggs to be rinsed before they dispatch to the stores.

With the egg rinsing technique, not only the bacteria would wash away but the protective layer which would be present on the egg would also get washed.

So without this protective layers on eggs in America would need to be refrigerated to preserve it.

So this is the reason behind Americans till today store the eggs in a refrigerator.

But it doesn't mean eggs sold outside US are not taking step to avoid salmonella. Instead rest regions are directly dealing with the source.

By vaccinating their chickens, which doesn't require to rinse the eggs further.

Not rinsing the eggs keeps the protective later intact on the eggs which keeps it free from contamination and doesn't need refrigerator.