All mammals that lay eggs are placed in the group (Order) called Monotremata. The members of this Order (monotremes) are found only in Australia, Tasmania, and New Guinea. Monotremes have eggs with a flexible, sticky, leatherlike shell. The eggs are incubated and hatched outside the body of the mother. There are only three living monotremes, the duck-billed platypus and two species of echidna, or 'spiny anteaters'. Monotremes are not a very diverse group today, and there has not been much fossil information known until rather recently.
In some ways, monotremes are very primitive for mammals because, like reptiles and birds, they lay eggs rather than having live birth. In a number of other respects, monotremes are rather derived, having highly modified snouts or beaks, and modern adult monotremes have no teeth. Like other mammals, however, monotremes have a single bone in their lower jaw, three inner ear bones, high metabolic rates, hair, and they produce milk to nourish the young.
http://www.ucmp.berkeley.edu/mammal/mammal.html