From Japan (big surprise), here's the Bandai Unazukin, a new tiny toy that can be a good companion as well. Made to react to your voice, this doll-like thing will nod or shake its head "whenever appropriate." Though I just can't imagine exactly how it knows when you want a nod or a shake, but maybe that's part of its charm.
With 4 different movements altogether, it's battery powered and can shake its head back and forth once or twice and nod once or twice. Comes in white, yellow, red, blue and green. Frightening, but only $12.