Prototypes
Prototypes are ponies that Hasbro made, but never sold.  Usually, there was only one or two of them produced for possible MLPs.  Sometimes, Hasbro even put them in brochures and advertisements; therefore, causing some confusion amongst pony collectors as to what pony was really manufactured and sold in stores.
For more prototype ponies than what are listed here, please check out these site:
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Moondancer's Dream
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Baby Gloomy's MLP Page
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The MLP Collector's Website
It's Romper, the Happy Tails Pony, only she's not a Happy Tails Pony.  She doesn't have a symbol and her tail doesn't spin.  It also looks like her colors don't match; her head is different than her body and her mane is different than her tail.  She's another one of those weird non-Happy Tails Ponies that no one knows where they came from.
Now this pony really confuses me.  I've heard of non-Happy Tails Ponies without symbols and spinning tails, but I've never known a non-Happy Tails Pony without a spinning tail but with a symbol.  That's what this pony is.  She almost looks like a real Romper, but she's not. 
Hmm, squishy body, no symbol, looks oddly like the Happy Tails Pony named Tall Tales... yep, it's another non-Happy Tails Pony.  However, this one has pink hair, while the real Tall Tales has blue.  Like the rest, this one hasn't a spinning tail, either.  For some strange reason, I've heard people reffer to this certain non-Happy Tails Pony as "Bobbi." 
Aack!  Now whose bright idea was this?  She's in the Collector's Pony mold, but she's a unicorn.  She has Cotton Candy's symbol and body color and even tail color!  In fact, her body look exactly like Cotton Candy, but not her head.  Maybe she would look a little less freaky if her eyes were painted and she actually had a mane....
This pony has a squishy body, like a Happy Tails Pony.  It looks to me like her head doesn't quite match her body.  Her body look a lot like Gusty's pose, only this pony is an earth pony.  She has white hair with silver tinsel.  She is thought to be a possible Princess Pony.
This odd pony has absolutely no paint on her entire body, including her eyes and symbol.  She is in a sealed package.  I know nothing more about this strange pony.
Here's another unmarked pony, this time not mint in package.
It's a Sparkle Pony from the US 1997 MLP line, the only problem is that there never was a Sparkle Pony from the US 1997 MLP line.  This prototype was experimental for the manufacturing in 1997.  She has a sparkly pink body with purple hair and maybe a yellow streak.  She looks a lot like Queen Sun Sparkle that came with the Enchanted Throne in Europe, but her hair is a dark purple instead of pink and there's no tinsel in it like Sun Sparkle.  And, of course, she has no symbol.
This baby pony is all white with a white mane, but a dark pink tail.  She has no symbol, but does have eye pain and blush.  It is thought that this pony was from the UK.
This odd 1997-type pony was a prototype for the newer MLP line.  She talks.  That's all I know.
This is Gusty.  A prototype because her hair is inverted- red with a green streak instead of the usual green witih a red streak.  Also, her eyes are green like the non- So Soft version.  This particular pony sold for $585 on ebay!
Here's another non-Happy Tails Ponies.  This time it's Sqeezer.  She has the same pink eyes, but her mane is white and her tail is blue instead of the usual pink hair.  And, of course, no symbol and no Happy Tails mechanism.