After my attack in my teens I started sleeping with my stuffed turtle. I stopped after a couple years.
I've noticed, though, in the last month and a half, exactly when my anxiety got worse, I've started hugging one of my softer pillows. When I have to change sides, I take it with me, even in the middle of the night. It's given me great comfort.
I also have a dog that sleeps with me, and when she leans up against me I feel secure.