Peculiar Doll

 "A strange doll in strange dress. There once was an abomination who had no place in this world. She clutched this doll tightly, and eventually was drawn into a cold and lonely painted world."

Location
The can be found at the Undead Asylum, when you revisit it (NOTE: It cannot be found during the tutorial). It is located in the cell you were first begun the game.

Use
The is used to enter the Painted World of Ariamis. To enter the Painted World, you just need to have the in your inventory and examine the large painting in the cathedral in Anor Londo.