#20010 Penny Play and Activity Set (2006) is a matte, yellow-toned palomino with four white pasterns, white feathering, and brownish-grey hand-painted hooves.
#100180 Horse Crazy Real Horse Activity Set (2013-2016) is a metallic/pearly, caramel-toned palomino with more shading than the previous model. It has two hind socks, eye-whites, and a blaze.
Target Special Run #720218 Pony Gals - Pony (2009) is a satin finish bright bay with three socks (not off-hind), star, and a snip.
Stablemate Assortment #5906 Highland Pony - Dun (2006-08) is a bay dun with eye-whites. This model can be found in translucent and normal plastic.
UK Special Run #1402 British Breeds 4 Piece Gift Set - Highland Pony (2006) is a matte finish pale chestnut dun with eye-whites.
Stablemate Assortment #6028 Highland Pony (2015-Current) is a satin finish black dun with star and eye-whites.
#9176 Best of British Pony and Draught Set (2015-Current) is a satin finish bay dun going grey with shaded grey points and misty water dapples.
Sales Rep/Trade Fair Keychain (2013) is a glossy bay dun with star, off-fore pastern, and hind socks.
Toys 'R' Us Special Run #760218 Stablemate World of Horses Shadow Box - Highland Pony (2010)
and #5907 Pony (2009-11) are essentially the same. Both are black roans with eye-whites, but the TRU special tends to be darker with a satin to semi-gloss finish.
As far as I can tell, the #5411 Pony Care Set (2010-12) and #59209 Deluxe Stable Set (2015-Current) are essentially the same. Both are chestnut roan with star, snip, and hind socks. The 2015 release may be a bit lighter than the earlier release.
Many thanks to Sharon Walbridge, Deb Walsmith, and MySt of My Stablemates for providing pictures for this post!