I actually found two mysterious figures together in a bag at a local thrift store a few weeks ago. They came with a Captain America Happy Meal figure minus his shield, a Chuck from Planet 51 (I think that was the astronaut's name), and a Hunchback figure in the king jester outfit. The bag of figures was picked up for a quarter. They are not truly action figures since they do not have any moving parts so they are more like mini figurines.
First up is the mysterious cavalry figure. He looks like General Custer but with brown hair, mustache and goatee instead of blond. There are no markings on him and stands at two inches. He is decked out in a blue hat, gloves and uniform with yellow trim. His sword is yellow too. The mysterious cavalry figure could be a Grand Marshall of a parade for all I know.