Please find the toy being refered to as Legos - on the Lego website. It's Lego this, and Lego that. Legos - will actually only be used as the possesive - i.e. Of Lego.
It's not here in the UK that we just call them Lego. It's ONLY in the US they get called Legos.
I've solved a conundrum however. The 'S' that dictates the plural of Mathematics which the US throws away in shortening it to 'Math' rather than 'Maths' - has now turned up, unharmed, in Legos. I was worrying about it.