There is no one special breed that lays double yolkers. Occasionally a hen may lay a double yolker when her ovaries release two yolks at once, rather than one at a time. This tends to happen more often when hens are young and have just begun laying. Any breed can lay a double yolked egg, but it may be more common from breeds that are good layers, like Rhode Island Reds, Sussex, and Leghorns.
Double yolkers are a favorite for over easy eggs! Commercially, most double yolkers will be discarded as "irregular" when candling, so getting farm fresh eggs from new, young hens might be the only good way to get a double yolker. Even then, the vast majority of hens will not produce eggs with two yolks inside.