Cosmo Steed is Captain Cosmo's beast of burden in the Inter-Changeables line. From the box art, he looks as if he could be a dead-on color match for King Atlas. Alas, such is not to be when you open the box and discover that he is, instead, a kind of bland middling color of red.
Cosmo Steed came with those wonderful non-swallowable missiles as well. He is one of three horses in the Inter-Changeables line which also included Magna Steed and Metallion.