I have read about this in an app on my android phone which gives out random interesting facts. This particular fact sounded kind of stupid, but I can't find any information about it on the internet.
Yes, they echo.
The idea of a sound that doesn't echo is theoretically dubious, but more importantly, several people have shown this through experiment. Both the following links explain not only that there is a echo, but also why it is hard to perceive:
While the echo can clearly be heard when compared to the duck with no reflections, it might be hard to say there was an echo present if you hadn't first heard the anechoic recording. Consequently, a duck's quack does echo, but in many circumstances will be hard to hear.
When examined by an audio expert, it was found that the echo was "swallowed" by the original quack, due to the very similar acoustic structure between the quack and the echo. Because of this, it may be difficult to tell where the quack ends and the echo begins, both having similar waveforms on an oscilloscope and blending together in a way that makes them difficult to distinguish. In the same way, human hearing may not perceive the difference between a duck's quack and its echo.