Mechanical Horses were just that, little tugs that replaced horses and sometimes pulled the same carts as the horses did. They were developed from the 1930s onwards for local deliveries in towns and mostly operated by railway companies for the delivery of parcels -
"By the late 1960's the days of the specialized local delivery vehicle were coming to an end. The principal users, British Railways, were changing the way they handled their parcel traffic and various new regulations relating to braking requirements also contributed to the demise of the Mechanical Horse. Larger weights would mean more use would be made of the 5th wheel coupling, Many of the Mechanical Horses were taken off the road; some were retained for shunting in the yards and others went out to farms as trailer tugs, but the vast majority were scrapped.
Alas, with the demise of British Rail, yet another chapter in the history of commercial transport has been written off. Approximately 30,000 Mechanical Horses were produced by Scammell Lorries but only around 30 original Mechanical Horses, 60 Scarabs, and 30 Townsman are known to survive, together with 3 Karrier Cobs and 2 Jen Tugs...." mechanical-horse-club.co.uk
Dinky first sold the Mechanical Horse as No.33 in 1935 as a boxed set with the tug and either 4 or 5 trailers; two sets were available. The other way to buy it was to get the tug (33a) as a separate item and then get the trailers; as they were all sold individually. The trailers available were flatbed (33b), dropside (33c), box van (33d), dust cart (33e) and tanker (33f). You could also get items in railway company livery either the tug and box van trailer together as a set (33r), tugs on their own (33ra) or the railway box vans on their own (33rb).
After the War, in 1947, this was all made simpler and you just got the tug and the dropside trailer sold together as 33w, available in a range of nine colours. In 1954 it was renumbered 415 and the colour options restricted to two; blue tug-cream trailer or red tug-brown trailer. It was finally retired in 1959.
These were sold in large quantities over a very long period so they are not that rare. Some of them do go for high prices though. Look out for any of the railway company ones, box vans advertising Hornby Trains or Meccano and the later, post 1954 releases (415).