Birds, having a constantly warm body temperature, can use their own body heat to incubate their eggs.
Some birds also bury their eggs in the same way.
There is also fossil evidence that at least some dinosaurs buried their eggs. Embryos inside eggs need to breathe and so eggshells need to allow gases such as oxygen and carbon dioxide in and out to stop the baby from suffocating. To do this, they have tiny pores. Eggs which are buried underground need to have bigger pores than those which are incubated above ground by a parent. If fossilised eggs are examined under microscopes, it is possible to see the large pores characteristic of eggs buried underground.