One of the most famous of haunted toy tales is the story of Robert the Doll. His story is creepy, childlike, and sneaks up on your dreams, as any good ghost story should. Doll hauntings are explained in more than a few different ways, from spirit possession, to demon animation, to child kinetic activity.
Spirit possession of a doll or toy is described as a manifestation of a personality in the toy. That is to say that a personality and its likes/dislikes can be seen, identifying this as a spirit possession. Demon animation has been witnessed when a doll is seen to move of its own volition, moving limbs, location, etc. Historic first-person experiences have described doll demons as creatures without any emotion save hatred or mocking. Childhood kinetic activity is a movement of toys and dolls by the child's own desire and energy manipulation, consciously or sub-consciously.
Many collectors of haunted or spirit dolls, often remark at how close they feel to their "spirit children", believing them to hold the spirits of long dead children come to feel the love of a human parent again.
Many paranormalists believe that dolls can hold the spirit of a child who felt closest to the toy, although there are a number of evps that suggest adult spirit activity with some haunted dolls.
In spite of numerous attempts to prove through a toy or doll that spirit activity exists, the "proof" is usually not sufficient to really lodge as scientific evidence. Some of the video "evidence" can be quite compelling.