Its a GW horse with bits of drive wheels from an old 1/76 scale WW2 tank kit. What I could really do with is for someone to produce an affordable steam horse with separate rider (preferably available without the rider altogether, although one with rider legs (in riding breeches and boots) attached would be acceptable). I wonder who might be able to do this ....
Not really a suggestion, but have a look at the Heroclix starter for Bioshock: Infinity. If you've seen Werewolf: The Beast Among Us, you'll get the basic design: horse with two legs forward, rear on wheels. In this case, a single crank/side rod/whatever from front leg to wheel on each side, and chimney not too far off your mark.
Might be pony-sized in comparison...
Still, the set has several interesting pieces of VSF nature.
Doug