M.O.
Melissa,
I agree with the PP, let him deal with it. By going in and "saving" him, he's training you, instead of the other way around. Maybe start limiting WHAT goes in the crib at bedtime to start. Then keep telling him his "blankie" stays in. He is obviously too young to reply, but not to start understanding. If he throws it out at naptime or early bedtime, just say "uh oh" and leave it there. He's at the phase where he's starting to figure out that he has some control of his environment, but not necessarily the foresight to see that once it's out, it's gone. He needs to learn this now or you will be "go-foring" everything that drops out of his crib, highchair, stroller, etc. Just make sure that when this happens, you keep saying "uh oh" and leave it there. He'll get the point.
BTW - my pediatrician once reminded me that no child has ever died from screaming when they are mad. As long as he is in a safe place (like his crib), then let him scream it out. Sounds harsh. But he needs to learn now.