Thunderbirds toys were extensively advertised by J Rosenthal (Toys) Ltd in TV21 magazine, with initial adverts telling readers to 'stand by' while showing illustrations of the various toys. New additions were similarly announced (Lady P's FAB 1 being a later toy to become available f ex), but the range was complete and in the shops by Xmas 1966 (commercially crucial of course) as shown in the advert above from TV21 #97 published 26 November of that year.
Thunderbirds were a huge merchandising franchise, with a great many toys, games, books and other products based on the vehicles and characters of the series, with the vast majority being produced by various manufacturers under licence from Century 21 Merchandising Ltd. The great advantage of having the adverts by Rosenthal is that (other than the branding on packaging) they show exactly which toys were his, and also when they became available.
There is some mystery about a number of English-made versions however. I confess to not knowing much about these particular toys, but I gather the first versions of TB1, TB2 and TB3 were made in England where including a friction drive wasn't possible (apparently these toys came with a packet of sweets instead!). These early versions were then mostly replaced with Hong Kong-made versions, of better quality and detail and also featuring friction drive where appropriate. For this page I've concentrated on the latter, which appear in the advert above and esp because most of these are marked with the JR diamond.
As a note, all markings on toys mentioned below are moulded in capital lettering.
Thunderbird 1 - small version
This smaller, more affordable version of TB1 has friction drive and sits on large red wheels. As per the "real" TB1, the wings can be moved in and out of the body. It's 20.5 cm / 8 1/16 in long and was made in England as stated on the box. The toy itself bears no markings, and also exists in an alternative version where the grey and blue parts are in the opposite colour.
Thunderbird 1 - larger version - No TB-1
This larger version of TB1 is almost half again as long as the smaller one, the toy itself has a length of 29 cm / 11 3/8 in. It also has variable-geometry wings, and features battery-operated remote control. Marked underneath the body are the JR diamond trademark with "No. TB-1 Regd Design No 918621 Made in Hong Kong".
Thunderbird 2 - No 2
Featuring friction drive, this toy TB2 is 25.5 cm / 10 1/16 in long. Its legs can be folded down to allow the cargo pod to descend and open its door. Inside the pod is either a Land Rover (red here, also found in olive green) or a crudely-shaped Mole vehicle in silver-grey. The original version shown here is marked under the nose with the JR diamond trademark with "No. 2 Regd Design No 918622 Made in Hong Kong", although the earliest examples had the markings on the friction drive housing towards the rear without the design registration. Other versions would be made in England and carry a trademark of HPM in a circle (HPM stands for Herts Plastic Moulders, Herts being short for Herefordshire).
Thunderbird 3 - No 3
Having a length of 20.5 cm / 8 1/16 in, this toy also has friction drive and various details picked out in paint. The version shown here is marked with the JR diamond trademark followed by "No 3 Made in Hong Kong", which would later have the design registration number added. A possibly older version was slightly different in shape and without the painted details, and marked with the HPM circle trademark with "Made in England Regd Design No 918623".
Thunderbird 4 - No 4
The version shown here features a rudder at the rear, which other, possibly earlier versions don’t have. This toy is 26.5 cm long / 10 7/16 in (including the light bar) and is battery powered. Underneath it carries the JR diamond trademark with "No. 4 Regd Design No 918624 Made in Hong Kong".
Thunderbird 5 - No 507
This toy is 26 cm / 10 1/4 in long and features battery-driven mystery (bump 'n' go) action as well as flashing lights. It's widely assumed the main body was based on an existing flying saucer toy, which would also explain the markings underneath - a trademark consisting of an H inside a globe, with "Made in Hong Kong" and "No 507" curved above and below. A number of similarly-shaped saucers have come to light so far, but none with identical shape, details or markings.
FAB 1 friction drive
This is the simpler and thus cheaper of the two versions of Lady Penelope's FAB 1 Rolls Royce. Measuring 26 cm / 10 1/4 in long, this version features friction drive and machine gun barrels coming out the front when the spring-loaded front licence plate is pushed. Underneath this version is marked with the JR Diamond, followed by "FAB 1 Made in Hong Kong". The box carries Lady Penelope's P monogram, which was also used for her comic strips as well as other toys aimed at girls.
FAB 1 remote control
The more expensive version of FAB 1 is basically the same toy vehicle, but featuring battery-operated remote control (forward and reverse) with steerable front wheels. The battery also powers the working headlights, while the spring-loaded machine guns are also present. Underneath this version is marked with the JR Diamond, followed by "B/O FAB 1 Made in Hong Kong". Neither version of FAB 1 carries a model number.
Cap gun and water pistol
This pair of pistols are packed in baggies with a simple printed rider. In small lettering to the right of the Thunderbird name, the riders are marked "J Rosenthal (Toys) Ltd", possibly because there's no room for the JR21 trademark. The blue nozzle on top of the water pistol's barrel can be turned to shoot sideways as is indicated in the advert below. Both these pistols are 20.3 cm / 8 in long.
Zero-X - No 7
Added later to the Thunderbirds range, the Zero-X was designed by Derek Meddings for the 'Thunderbirds are Go' feature film, which premiered in December 1966. As per the model used in the movie, the toy version is also made up from separate components to be assembled into the full composite craft (hence the five-in-one blurb on the box). It is battery-operated, marked with the JR diamond trademark and 'No.7 Zero X Regd. Design No. 927493 Made in Hong Kong' and has an overall length of 47 cm / 18 1/2 in. The remote control unit doubles as a toy walkie-talkie. Next to appearing in comic strips of its own in TV21 magazine, the Zero-X would also be associated with the subsequent Project Sword series with the toy appearing in the manual for that series and being supplied with a white Project Sword 'Supremo' pin badge.