you should leave the nest box alone until the end of the breeding season, even if it contains an abandoned nest and dead eggs and/or chicks. Under bird protection law it is actually illegal to clean out nest boxes during the breeding season, from 1st February to 31st July, in case active nests are inadvertently disturbed.
according to my husband who is in the RSPB you should ensure the the breeding season is over and the box can be cleaned out. The Wildlife and Countryside Act 1981 permits the cleaning out of nests between 1 August and 31 January. Any dead eggs must be destroyed promptly and cannot be kept or sold. You should observe safe hygiene practice as nests can carry diseases and parasites so wear gloves and wash your hands afterwards. Some hole nesting species, including sparrows, may have second or third broods in the same nest. The nests of these species should be left until sometime during the autumn when it is certain that they are no longer in use.
Check all boxes in late winter and make any necessary repairs before the breeding season. If the box requires a wood preservative, it is best to take it down and only put back in place when it is completely dry. Remember to use a water-based preservative and treat the outside only; oil-based preservatives are not recommended because of their potentially toxic properties.
I'll contradict Pigbin, (and I'm certain Jules will back me up), that it would be better for next year's brood if you clear out the nest and disinfect the box. That way you won't have this year's bugs and bacteria and other general nasties infecting the next brood.