Culture is an amazing thing. While most of us would hate to burn - yes, burn - our childhood dolls, there's a festival in Japan where this is the custom. Read Anna Dilemna's account of a doll funeral at the Kyomizu Kannon Temple in Tokyo, Japan. Accoridng to Anna:
[...] the ceremony had started originally as a way for parents to give thanks for a child. People who were unable to have a child would pray at the temple to have one and when they did, they'd sacrifice a doll in the child's place. Indeed, there were a few women lined up who were holding dolls ready to be placed in the fire.There's also apparently another doll festival in Japan called Hinamatsuri that takes place on March 3rd, where people often release paper dolls into rivers to carry away sickness and bad fortune. Have a look at the close-up photos of the shrines. Now that's a lot of dolls.
P.S. While you're over at Anna Dilemna's blog, you must take a look at her fantastic geisha sock monkey. Fortunately she was not burned on the pyre.