CLASSIC MARVEL FIGURINE COLLECTION

 

These figurines are only available in Europe (possibly only in the UK as well).   They are approximately 2" tall and each one comes with a magazine dedicated to that figure.  Here is the official site.  The magazine is about 20 pages with histories and profiles on the character.

Magazine that is included with figurine #15 - Thor
  #37 - Loki
  #68 - Hercules    
  #88 - Absorbing Man    
    #93 - Valkyrie