The Barnacle Press has posted a set of mechanical paper toy plans created by Dan Rudolph for the LA Times back in 1922 and 1923. The plans show you how to make moving toys by cutting out and articulating the parts of various cartoon characters. Shown here is an example of the plans, this one titled The Village Blacksmith. There are over 25 plans in all including sports figures, tradesmen, kids, and assorted animals. This is a great resource and looks like they would be a lot of fun to make.
Here is where you can get these free papercraft mechanical toy plans.