And he received them at their hand, and fashioned it with a graving tool, after he had made it a molten cock

Not quite a golden calf, but funnier:

Each spring, the old and young alike come here to see an enormous wooden penis carried through the streets, to eat penis shaped sweets, and to make a penis-spirited wish to god.

Crazy fucking Japanese. Oh, and yes, I'm counting this as object sex.

PS. FLG knows the Romans had similar shit.