Preheat oven to 350 degrees F.
In a large bowl, beat the eggs and add the milk, sugar, and vanilla. Mix well.
Pour the mixture into two small baking dishes, then place them both in a larger baking dish. Slowly pour about one inch of hot water into the large baking dish without splashing into the mixture.
Bake for 35 minutes or until a toothpick comes out clean.