Mine free range all day (out at 7:30 am, in at dark). For the most part they return to the coop to lay.
However...
I had a BO who started laying in the goat barn. Once she started, others followed and pretty soon I had more eggs in the barn than in the coop. I tried locking them in, but I swear they would cross their legs, hold it in and run  to the barn to lay when released. I figured if they were going to lay there, I might as well protect the eggs so I put a milk crate down for them. I guess that scared most of them away. Now, I find an egg a day (from my BO) in there, but the others use the nest boxes in the coop.