The boy my mum looks after likes to take a muslin wrap to bed with him. Personally, I'd think this is harmless, it is something that's really portable and you can have lots of them so there's no issues about washing. He sleeps over at my folks house at times if mum looks after him in the evening and I think he goes to sleep without too much fuss. As a kid I was really attached to being at home for sleeping, so I'd reckon if I were attached to something like that, a blankie or something, I may have been more relaxed when I wasn't at home? Who knows...
Anyway, from what I've heard (on this forum I think) the washing thing is REALLY important. If the thing they're attached to is one of a kind, taking it away to wash can be a real challenge - and if you think about it, they are likely to suck it (because that's what kids do) and pheweee, that'd be a right stinker after a while