Peacock Alley Blankets in Amagansett. Searching for the Perfect Peacock Alley Bed Blanket in Amagansett? Shop our online Peacock Alley Selection for your Ideal Bed Blanket, whether Summer, Spring, Fall or Winter.In our Online Peacock Alley Boutique, You'll Find a blanket for all seasons. We offer the full line of blankets from Peacock Alley. The Alta Cotton Blanket, All Seasons Blanket, Hudson Blanket, Riviera Blanket. Cotton, Alpaca, Wool and More. You'll love this online selection to find everything you need to create a cozy place to rest in your home. Luxury Blankets at Fig Linens and Home.