Well it looks like the Nazis were the first to make a sex doll! I guess Himmler himself wanted the troops to be safe from diseased from foreign prostitutes that are riddled with STDs. The project didn't quite materialize but not for the lack of trying! Check out this excellent blog entry about it and here is the Wikipedia article on it.
Them Nazis were so naughty!
A glass prototype of what they were going for.