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“Super-Toys Last All Summer Long” by Brian Aldiss

An artificial boy tries, with the help of his AI teddy bear, to express his love for his human mother.

This may not be the saddest story in science fiction – I think either “When It Changed” by Joanna Russ or “Or All Summer in a Day” by Ray Bradbury are a bit sadder- but it’s certainly top five at least.