Green’s Dictionary of Slang

1. to hold up and rob.

1930		(con. 1900) G. Milburn Hobo’s Hornbook 37: Oh, each gunsil got directions / To go yegg a swag of sections / For the jockers in convention / In the hall at Montreal.
1956		I. Fleming Diamonds Are Forever (1958) 73: The bookmakers were yegged as they left the track in the era of the hand-books.

2. to attend an event uninvited, to ‘crash’ a partry.

1913

Tacoma Times (WA) 10 July 4/4: This is a swell affair affair and any gink what tries to yegg in the drum in his time-clock tatters will get the rude rouse.

3. to break open a safe.

1921

P. & T. Casey Gay-cat 60: I heard you tried to yegg a peter in Toledo and was nabbed.