Checked baggage or carry on?

It is not illegal to bring toys, but if you put it through with your carry-on it will show up through the X-ray. Since a large metallic item is generally always suspicious, they will have to open up your luggage and others will see what you've brought. If you're okay with that, feel free to pack it in carry-on. Otherwise just put it in your checked luggage. Be sure to keep the batteries out, though.