In 2006, this model was part of the Annie Oakley Play Set #5315. It included the Appaloosa mold and either the Swaps or the Prancing Morgan molds, Sitting Dog, wagon, black harness, rider, hay bale and lantern. Both a light and dark brown saddle and bridle set were available with each release. The Morgan replaced Swaps in 2006. Set #5315 was on the 2006 Retired List.
In 2008, the Annie Oakley Set was released as #301107 through a retail store (like TSC). Not shown in the Breyer catalogs. The Prancing Morgan and Appaloosa models have the same color and patterns as the #5315 set (maybe updated paint jobs), but the Sitting Dog was replaced by the Begging Dog and the saddle and bridle could be black or light brown. Otherwise, the set has the same wagon, black harness, rider, hay bale and lantern. The Copyright date on this box set is 2008.