My male cat is obsessed with rubber bands in that he'll "dig them out" from under a pile of stuff. I have to remember to keep them on inside doorknobs (inside of closet doorknob) so he can't know they're there. Unfortunately they do occasionally "fall" and then he finds them.

My girl cat eats photographs. Must be some chemical on them. Is your toilet paper "scented"? Maybe your dog likes a certain scent? I've heard of (and watched on Emergency Vets show on TV) dogs eating rocks but not toilet paper.