The ductus omphalo-entericus or allantois is a membrane that is present in the embryonic stage of mammals, reptiles and birds. The allantoic membrane is designed to help the fetus survive, removing waste from the animal. Both liquid waste and gases that the embryo have used are exchanged through this membrane. The allantois contains a network of blood vessels that the animal uses to remove waste products from the body.
Although many different animals have an allantoic membrane, they are not exactly the same. In birds and reptiles, the allantoic membrane not only removes waste from the embryo, but also helps to provide oxygen. Despite the appearance that the shell of an egg is solid, it can be permeated by oxygen. The allantois absorbs the oxygen that enters the egg and transmits it to the embryo.
Source: Grays Anatomy