The Lucky Egg is a held item that was introduced in Generation II.
It adds 50% more EXP points after a battle.
In Diamond and Pearl, HeartGold and SoulSilver and Platinum, wild Chansey have a chance of holding either this item or an Oval Stone.
In Black and White, the Lucky Egg can be received from Professor Juniper at the Chargestone Cave entrance. Another can be given in Route 13. Lucky Eggs can also be held by wild Happiny.
In X and Y, a Lucky Egg can be found in Coumarine City, and can also be held by wild Chansey in the Friend Safari.