I found the following on a Ebay site....I think it answers the question fairly well.
"As you are searching on eBay, for a pillow sham, you come across, and auction that states.. “Lay Over Pillow Sham”, What is that? No it is NOT a pillow to use in an airport between flights. It is a pillow sham without a back. You just LAY the sham OVER the pillows.
F.Y.I.
Layover Shams were usually decorative, and done with the finest of Needlework.
Could be one large one to cover both pillows, or two separate shams, one for each pillow.
Probably part of a brides Wedding Trousseau, and part of a sheet set."