Melanie's doll was a doll owned by Melanie Merchant.
Melanie possessed a doll she liked very much. It was crafted in her image and contained a lock of her hair, as per tradition. After Melanie committed suicide, her doll was preserved at the Merchant family mausoleum inside a glass case.
When Melanie returned as a ghost, she was tied to the doll. She haunted the Merchant family painting alongside her adoptive father Isaiah Merchant, who tried to warn people about Melanie and her murderous tendencies. Isaiah altered a painting in the painting to feature the mausoleum, in hopes someone who locate Melanie's doll and burn it.
Sam and Dean Winchester originally assumed the ghost responsible for the murderers was tied to the family painting, but the painting could not be destroyed. They observed the image of the mausoleum and decided to track down Isaiah's remains, only to realize soon after that he wasn't the culprit. Upon realizing it was Melanie, they remembered the mausoleum and went there to destroy the doll, thus forcing Melanie to move on into the afterlife.