Dolls are a frequent motif in Lost. With their recurrence, they likely symbolically represent a tragic loss involving children or innocent people.
Jack saw a doll just under the water, along with other former passenger possessions and debris from the former cargo compartment of the plane. ("White Rabbit")
Charlie had a dream about his childhood where his father, a butcher, was ridiculing music as a career to young Charlie and decapitating a doll on a butcher's cutting block. ("Fire + Water")
Kate saw a doll on the ground while traveling with Jack to the Line. She picked it up without thinking and ended up getting caught in one of Danielle's traps with Jack. ("S.O.S.")
A Hula doll was found by Charlie in "Catch-22". It is assumed that the doll fell out of the helicopter which crashed near the Island. As it was not in the bag with Naomi's other personal items, it's likely that the doll could have been on the helicopter dashboard, or in Naomi's hand as she jumped.
Annie presented Ben with a pair of hand-carved wooden dolls in "The Man Behind the Curtain", designed to represent the two of them. These dolls were a birthday gift, and Ben continued to cherish the "Annie" doll throughout his adulthood. The whereabouts of the "Ben" doll are unknown.
Claire kept a substitute baby doll constructed from an animal carcass and fur in a cradle in her hut on the Island, evidently as a replacement for Aaron, whose whereabouts were unknown to her. ("Lighthouse")