Josephson plasma resonance in under-doped Bi2Sr2CaCu2O8+δ single crystals has been observed when magnetic field is applied parallel to the ab plane and its vicinity. The resonance mode splits into two branches at higher and lower temperature regions, and a definite gap appears in the temperature region between them. As the magnetic field is tilted from the ab plane, these branches come closer and finally merge to a single mode. This leads to a general interpretation that the resonance mode observed in a parallel field may be due to continuous extension of the c axis plasma mode. However, splitting of the mode as well as the peculiar temperature dependence of the resonance field, the line shape, and its intensity strongly imply that these behaviors may originate from the inherent resonance modes in parallel field. In particular, the high temperature mode fields goes even higher in temperature beyond the zero field resonance as the field increases, suggesting that a new explanation may be required for the case of parallel magnetic field.