1880~1899 (ca.): Bad Dolly
Sometime in the late 1800's, young Jane Bielawski of New York City (New York, USA) received a large doll that she named "Missy." It was very soon after this that several of Jane's friends died in a variety of accidents... and Jane was always around when these accidents happened.
Jane Bielawski and her doll [Larger version here]
Naturally, the police were suspicious; but Jane was also just a young girl, so it was hard at first for those suspicions to be voiced. When finally the police started to question Jane seriously about the circumstances of the 'accidents,' Jane was very clear... Missy had murdered her friends. It was during one such questioning session that Jane suddenly threw the doll out a window, shouting "Bad dolly, naughty dolly!"
Perhaps not surprisingly, Jane Bielawski was admitted to the Bloomingdale Asylum where she was treated for 'hysteria.' She was never released, dying at an advanced age in the asylum in 1968. She never wavered from her claims that her friends had been murdered by her doll, Missy... and that Missy was evil.
Did It Happen?
It's a great story with just one problem: it didn't happen. The story seems to have first appeared in the website Pinterest, where it is hard to nail down who first wrote the account... but the story clearly derives first from the wonderful, and apparently real, vintage photograph of the unknown girl and her doll.
While the earliest I have been able to document the existence of the story of Jane Bielawski and Missy on the internet is July 18, 2013, when it was posted in the de bene esse website (which is now unfortunately missing the image - Link Here), the picture itself appears to have been first posted on the internet without any story or details at all on October 21, 2009 in the Black and WTF website (Link Here).
Many, many images from the Black and WTF site were pinned in Pinterest and sometime during that process, in the "Creepypasta" tradition, someone added the story to the posting of the picture. Enough people liked - and believed - the story for it to be repinned all over the website under a variety of boards; for example, boards named "Crime," "History," and "The Victorian Academy of Magick" all pinned the story and picture, so it's clear that viewers found in the account both a sense of the story being true and, for some, being possibly paranormal.
However, after a good search of newspapers, old books, genealogy websites and information on the Bloomingdale Asylum, there appears to be no factual existence to Miss Jane Bielawski; so I'm marking this account as a False Lead, a story that never happened to begin with.