Worry dolls (Spanish: Muñecas quitapenas, "Dolls [that] remove worries"), or trouble dolls, are very small and colorful dolls traditionally made in Guatemala. A person (usually a child) who cannot sleep due to worrying can express their worries to a doll and place it under their pillow before going to sleep. Some medical centers use them in conjunction with treatment for disease in children.
According to folklore, the doll is thought to worry in the person's place, thereby permitting the person to sleep peacefully. The person will wake up without their worries, which have been taken away by the dolls during the night. Parents may remove the doll during the night, reinforcing the child's belief that the worry is gone. (taken from Wikipedia)