Personally, I don't believe that Madara gave his eyes to Nagato. At least not transplanted firsthand. Keep in mind that the one who said he "gave" (he's not specific about how he gave it to him - he could have indirectly awakened then) Nagato his Rinnegan was Obito while he was still masquerading as Madara. Little hard to take what the guy was saying seriously at the time. That being said, I believe Obito said something along the lines of the 'eyes being for him' and 'his eyes in the first place'... he may not literally mean they were his or Madara's own eyeballs... but for the use of reviving Madara and doing stuff with the Gedo Mazo.
All in all, it's a possibility that Madara transplanted his eyes back then and had transplanted Sharingan when he saved Obito, or that some space/time ninjutsu was done to take Madara's eyes back in time after he died to transplant them into Nagato. I just don't think it's LIKELY, and more likely that the eyes "belonging to" Obito and Madara meant more in term of what they would be used for instead of them being Madara's actual eyeballs.