In the US, I bought mine from Amazon. The vendor is out-of-stock at the moment:

Amazon.com: Rhode Island Novelty Jumbo 80 Inch Caterpillar, One Per Order: Toys & Games

This was recommended by Amazon as an alternate; not sure about the yes for a dog:

Amazon.com: Giant Caterpillar Plush, Caterpillar for Kids, 53" Long: Toys & Games