In the past year or so, Kinder Eggs have finally become available in the US of A. In my hometown they are sold at frou-frou delis (the same ones that sell the cadbury crunchie bars) for a dollar. However, either the Small Parts Law is still in effect, or American kiddies have been deemed too inept to build the tiny intricate creations enjoyed by their European counterparts: every American egg I have opened contains one of the disappointing plastic dolls that DejaMorgana mentioned. The dual-layered chocolate is the same, but no one buys Kinder Eggs with eating in mind; the chocolate is just a nice bonus.
One brief addition to DejaMorgana's excellent above post. The yellow capsules in the eggs that hold the prize can be extremely tricky to open (especially when wielded by small kinder fingers) and proper technique is the mark of a true Kinder Egg aficionado. The key is to press at the middle joint that separates the two halves with both thumbs while simultaneously twisting the halves in opposite directions and pulling up. The capsule should open with an extremely satisfying pop and your (hopefully European) toy will emerge.