The stuffed goat is a children's toy that is prominently featured in Last Exile. It's a stuffed animal in the shape of a goat. When turned over on its side, it makes a bleating sound.
Many years later, when Claus Valca and Lavie brought Alvis E. Hamilton to their home, Alvis discovered the stuffed goat and became enamoured with it. It is one of the few items the three managed to take with them while being chased out of their house by a Guild Starfish.
When they handed Al over to Alex Row at the Temple Ruins, the stuffed goat got left behind. Lavie, who was more reluctant than Claus to chase after the Silvana, used bringing the goat to Al as an excuse to go along with his plan to check up with her.
Al holds the goat in most of her subsequent appearances.