Are there extinct monotremes?
Yes, but not many. There are extinct platypi and echidnas from the MIocene (25 to 5 million years ago) in Australia, and some really scrappy fossils from Australia and South America further back (Paleocene and Cretaceous). There was a paper in Proceedings of the National Academy of Sciences of the USA in January about this subject – might be worth a look: T. Rowe et al., The oldest platypus and its bearing on divergence timing of the platypus and echidna clades, Proc. Nat. Acad. Sci. USA 105:1238-1241, 2008.