There's a C18th porno by Diderot Les Bijoux Indiscrets (http://en.wikipedia.org/wiki/Les_bijoux_indiscrets) featuring a magic ring which enables vaginas to talk, but I assume what they say (that entry is a bit sparse) is more on the lines of ribald gossip.

Have never come across fiction featuring menopausal woman in which she has conversations with her uterus/ovaries/fallopian tubes.

But as someone comments below, it's not that the guy talks to the willy, it's that the willy talks back. (I can only think of the riposte to Aunt Ada Doom's claim of having seen something nasty in the woodshed: 'And did it see you?').