Huh! That is what our cat, FIdo does as well. He has a boa (a raccoon tail-looking thing on a stick) that he drags around the house crying. He brings it to us at night but also follows us from room to room during the day howling up a storm. Looks like nobody else replied but it would be nice to know why our cats do this. Being in the field of child development, I call the boa Fido's transitional object. But that could be anthropomorphizing quite a bit.