Tolkien Action figures you won't find in stores.

[Eomer of the Rohirrim]

Lalwende, you really must start that thread.

How about the most depressing action figure you could get? The Mandos doll. Accurately predicts everything bad that will soon happen to you, but tells the stories in riddles so you can do nothing to change it.

Alternatively, Vaire actually does sound like a doll that little girls would like. Unfortunately, the anthropomorphism would cause furious debates in the household, thus leaving the parents with no option but to dispose of the doll to restore peace. It would be a Balrog-esque scenario. I still remember my drunken grandfather ruining another Christmas by arguing against wings...