Teddy bear

The Teddy bear is a item in Infiltrating the Airship.

Infiltrating the Airship
The teddy bear appears inside a safe that Henry steals from the cargo bay of the Toppat Airship in the fake ending "Lightning Quick Larcenist". After the player gets the choices right (Sticky Hand, Ball 'n Chain),

Henry gets the safe and brings it into the helicopter, where Captain Galeforce finds nothing inside but the teddy bear. Rupert Price slowly aimed his gun towards Henry and it is most likely he was arrested, executed or Rupert shot Henry offscreen. However it results in a fail.

Trivia

 * It is never revealed why this teddy bear was so important to the Toppat Clan that they considered it necessary to put it in a safe. No other reason on the teddy bear being on the safe is confirmed either.
 * The teddy bear is brought up again in the Fleeing The Complex Teaser Trailer. When Dmitri Johannes Petrov and Grigori Olyat discuss the conflicting reports about what actually happened between Henry and the Toppat Clan, Grigori mentions that there is "something about a teddy bear".