Sometimes dolls get cracked or broken. This sucks. Sometimes you can order replacement parts from the company, but other times you can't (you bought it second hand, too expensive, it's a recast, it's sold out, etc). You CAN fix your doll and make it good as new.
What you need:
Milliput or other Epoxy, Super glue, or epoxy glue
Tools to spread the milliput
Epoxy is amazing stuff. You can make pretty much anything out of it, you can sculpt it, modify it once it's dry, and paint over it.
Wash your hands, your work area, and your doll thoroughly. There is little worse than getting little bits of lint stuck in your epoxy after it's dried. Epoxy also best adheres to a clean, dry surface.
Next, take a look at the piece that needs fixing. If it is a piece that has fallen off, you'll need either epoxy or superglue (superglue can yellow and lose strength with age, so I recommend epoxy). If it's a crack, you'll want epoxy. I did use superglue in a panic to fix my Lorina's broken wrist ball, but I glued the wrist ball to my fingers and have some ugly dirty marks on the glue now. So far it's holding up fine though.
Thicker cracks may require you to fill in the gap with a little epoxy.
For broken pieces: If a finger or something has fallen off, you can reattach the piece with superglue. I hate superglue. It kills me. I get it stuck to my fingers and it burns and I cry and scrub until I get my fingers apart. Use epoxy if you can. Apply a thin layer of epoxy and set the pieces together. You may have to hold them for a bit until the epoxy starts to dry.
Example of a cracked knee cap reinforced with epoxy.
Once fully dry, you can sand and bevel the epoxy until you have a nice, smooth surface. You may then paint over it or just leave it be.
Here is an example of a bad eye mod repaired (for the most part) with epoxy:
(You can also see his new look here.)
And here is an example of using epoxy to fix my Lorina's broken neck:
Here is an awesome video on using epoxy to mod a doll.