Are you talking about the Uhlans below, or some even nicer ones? I saw these before, but they were very rare.
I took a huge plastic bag of those soldiers to give them away to "sojusznicy" on my way there (yes, I was a strange kid).
Ah, so even then you were a diplomat.
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The only military toys in "color" that I know were Soviet made, were the Cowboys and Indians. They were licensed from a famous French toy manufacturer. These were made at the Moscow-based "Ogonek" factory.