My boy humps his big stuffed animal and .. towels. Yup, you hold a towel in the air, he'll grab it and start humping away!
Charlie used to hump his stuffed animals all the time. He also embarrassed me by humping the air at the dog park. Yup, just out of the blue! Maybe there was some ghost dog there I didn't see, but it was embarrassing. We all had a good laugh.