The vast majority of NT scholars believe that Matthew and Luke used Mark as a source. In other words, they used Mark's narrative in constructing their own gospels, sometimes staying very close to Mark's text, and other times altering the text somewhat more freely.
But what about those passages, absent from Mark, on which Matthew and Luke agree? How do we account for those? The most popular solution has been to assume that Matthew and Luke had another source that we don't have anymore. Scholars call this document "Q," which comes from the German word Quelle, or "source."
If Q there actually was a Q document, it was probably a collection of sayings that were attributed to Jesus. There was probably very little narrative material in this document. There seems to be an eschatological emphasis in Q (in other words, an emphasis on the return of Jesus and the end of this world). There is also a strong moral emphasis in which readers are exhorted to adhere to the law.
Until this century, we didn't actually have any documents like this, but in the 1940's, at a place in upper Egypt called Nag Hammadi, a large jar was found with a number of ancient documents inside. One of these documents was the Gospel of Thomas, which is a sayings collection much like Q is thought to have been.
Some scholars have created hypothetical reconstructions of the Q document based on material that is found in Matthew and Luke. However, Q may have contained material that was found in neither of these gospels.
So, when Matthew and Luke have common material that is not in Mark, we call this "double tradition" material, and we attribute it to Q. (On the other hand, "triple tradition" material is that which is common to all three Synoptic Gospels.) Matthew and Luke do not present the Q material in the same order.
Q