While urban myth says we can use egg whites on burns, the Mayo Clinic says don't do it. However, the National Center for Biotechnology Information says the thin membrane between the egg white and the shell can be used in a pinch to replace a Band-Aid. This is obviously only good for minor scrapes or scalds with no broken skin.
In addition to covering the boo-boo, egg whites might even help to promote healing, relieve pain and prevent scarring. Another first-aid use — if you have to splint a sprain and can't get to a doctor right away, you can layer egg whites with bandages to make a stiff temporary cast to immobilize a twist or strain until you can get more help.