Comment by fuzzythinker

It's not too surprising as they (in movies and also my dog) respond well after years to just the call of names of people they had a deeper relationship with. So if we associate the name of a toy, eg. "go get the penguin" and they played with it for long period of time, it makes sense that they form a relationship with the toy as well and had memories of it. Dogs dream (I imagine the noise and movements they make while sleeping are dreams), and I won't doubt they dream about owners playing with them and calling out the toy's name and thus reinforcing the name in their memories.