We've always had cats that like to play fetch. Both of my little kitties play with milk rings, batting them around the floor, chasing them and carting them around, but they don't play fetch with them.
My old kitteh played fetch with those cellophane safety rings that are around jar lids and tubs of sour cream. I would tie them in a knot and when he heard the crinkly, crackling cellophane noise, he'd come running. I'd toss it and he would run after it and bring it back for more, but he was only interested in cellophane and nothing else would do.
One of our young kitties loves to play fetch with those feathery catnip toys and she drops them at my feet when she wants them tossed. Sometimes in the morning she will bring her toy to me -- not DH -- while I'm still in bed and asleep. Let me tell you, there's nothing better than a wad of slobbery wet feathers dropped on your face at the crack of dawn to wake a person up.
The things we well-trained humans do to amuse our furbabies... sheesh!