There are many theories about the best way to peel hard boiled eggs, but here is the procedure that my Ma always follows, and it seems to work well for her:
Immediately soak the eggs in cold water. This will stop the eggs from cooking by their own heat, and will also help with peeling them. Keep them in the cold water for 30 seconds or so, or until you can handle them without shouting "Ow, ow, ouch!!" and passing them hurriedly from hand to hand. While they're in the cold water, a layer of steam develops between the shell and the egg white. The steam makes peeling an egg much easier.
So it really doesn't have anything to do with the eggs, but it has to do with the steam buildup making it easier to peel.
Talking about eggs always makes me think about that age old question, which came first - the chicken or the egg? I don't think that I have time to answer that, because I always end up talking around in circles.
You know what tastes great with some hard boiled eggs? A nice, cold mug of brewski.
Cheers!