Soft or missing egg shells (sometimes called shell-less eggs) are quite common in older birds, especially high production hybrids / good layers, especially as they come into or out of lay for the season. A 'soft shelled egg' is one that has a membrane but no shell.
Here are some of the reasons chickens lay shell-less or thin shelled eggs. I don't think this list covers every situation but should cover the majority of cases.
Good layers are the usual candidates for soft / shell-less eggs. For example hybrid hens have been selectively bred to lay hundreds of eggs (it's not uncommon for the commercial 'brown hens' we see to lay 320 or more in a year) and I believe they are just producing eggs faster than they can shell them. The normal 'shelling process' usually takes around 24 hours and I have had hens produce a perfect egg followed by a shell-less egg in less than 12 hours.
In pullets (female chickens under a year old), sometimes an egg stays in the shell gland for too long and is often covered in excess calcium (see calcium coated shells), then the egg that follows doesn't spend long enough in the shell gland. Again, the two eggs are laid closely together on the same day.
Having kept hybrids alongside pure breeds for many years, I've seen far more instances of shell-less eggs with the hybrids. Maybe we've pushed mother nature to the limit in our quest for more eggs?
Thin egg shells or shell-less eggs can occur more frequently on hot days. This is associated with a lower food intake and shell thickness / shell will return to normal when the temperature drops again and your chicken's food intake returns to normal. There have been some mentions of this in commercial farming where they see lower intakes of food on hot days and lower shell quality.
This is the most obvious, but I have only listed it as number 3 because most of us these days are feeding our birds with a modern balanced feed and our hens have some access to free range and grit. Poor shells however can occur if hens aren't supplied with sufficient shell forming material (mainly calcium). Chickens get calcium from soluble grit often called Oyster shell grit (shown right) and this should be supplied either on its own or as 'mixed grit' which includes flint grit for digestion too.
Another big source of calcium in a hens diet comes from their food. If you look at the ingredients on the back of layers pellets, you will see there is far more calcium than other feeds such as growers pellets. Fresh greens also provide hens with a source of calcium.
Some birds can lay more soft egg shells as they age. Again, this is particularly true of hybrid breeds that have been optimised to give as many eggs as possible during their first year such as the Bovan Goldline often found on commercial farms. Once these birds reach 4 or 5 years old, you may find they start to lay eggs with soft shells. If you are keeping ex-batts then our section of Rehoming Ex-Battery Hens has a number of articles, specifically for ex-battery hens and their needs.
Chickens need the correct level of protein in their diet as well as minerals and various other vitamins. Vitamin D3 (Cholecalciferol) for example is used for the metabolism of calcium and phosphorus so that they are able to form egg shells as well as strong bones. Vitamin D is found in Cod Liver Oil but they shouldn't normally need this if they are fed the correct formulated layers feed, are free range and have sunshine on their backs.
Chickens that are over weight can stop producing eggs altogether or produce lower quality eggs, sometimes with missing shells. Take a look at the breast of your birds, when the feathers are parted, you should see the skin is thin (almost like tracing paper) where the breast bone protrudes forward. If there is a thick skin, or you can't see the breast bone clearly, the chances are your birds are carrying too much fat.
Feeding household scraps is technically no longer allowed by DEFRA but if you feed 'allotment scraps', they can be a bit of a mixed bag of what a hen needs in her diet. Whilst this is a way to save on feed costs, as a general rule, scraps shouldn't exceed 25% of a hen's diet. Allotment scraps should be mixed with layers mash and water to make a crumbly mixture.
The best way to ensure a hen is getting the correct diet is to use a balanced layers feed and then supplement this with greens and some free range for a hen to top up with other things she needs during the peak months of egg production.
If hens can be allowed to free range on grass or rough ground then this is much better than any vitamin drink or suppliment. They will be able to pick up a lot of the extra grit, vitamins and minerals they need and be a lot less prone to health problems as well as soft shelled eggs.
If the above doesn't seem to be the cause in your case or soft shelled eggs are being laid regularly, then there could be a number of other reasons:
Soft shelled eggs laid once in a while are nothing to worry about. Hens that are at the start of their laying period, or have come to the end of it, often lay a soft shelled egg.