to "Lay an Egg"

Unlike when a chicken lays and egg and is praised
for such a wonderful accomplishment, in the human
world that's not the case at all. The term
goes back to the game of Cricket in which "a
duck's egg" if you had no runs, because a ZERO
looked like an EGG. So rather than saying a
team had no score, they would say, "They laid
an egg." Today, any type of failure in any
adventure (sports or not) means to lay an egg.

http://www.brownielocks.com/wordorigins.html