While ventriloquists' dummies date back to the 18th century, fear of them seems to be a consequence of cinema and TV representations.
The cinematic sinister dummy goes back at least to Ealing Studio's 1945 classic anthology Dead of Night whose mocking Hugo drives his human partner to mental collapse. A less malign dummy had earlier channelled his troubled partner's emotions in 1929's The Great Gabbo, while shrunken humans had been used to exact revenge in MGM's The Devil-Doll (1936).
The theme was later reworked in episodes of Alfred Hitchcock Presents (1957) and The Twilight Zone (1962) and in an unrelated Devil Doll (1963) and later cinema treatments from the 1970s on. But it seems we owe it mostly to Hugo.