WoWDB

Actually, the mini mana bomb is not a toy.  It was at some point in the beta, but that change didn't carry over to the live version of WoD.

That said, there are some toys that are Alliance-only and Horde-only.  For example, you will need a high-level Alliance character to acquire  Touch of the Naaru.  The hat Zstriker mentioned is  Faded Wizard Hat, a reward from a low-level Horde quest.

Edit: Now classified as a Toy in Patch 6.1.

This item ended up not being included in the Toy Box because it converts to the Alliance-only tabard if you faction change.

And I've always wanted a miniature mana bomb (Fel Reaver, here I come!).  No, actually, I agree with you - I would have liked the tabard because it's very nice looking.

But, it wouldn't make sense for the Theramore emblem (read: Alliance) to be available to/worn by Horde. The whole point of this lead-up to MoP is to emphasize that the situation is very ugly between the two factions, and will only become worse.

Zidormi now sells the toy if you destroyed it in the past.  You must be on a character is the correct faction and has the appropriate event Feat of Strength in order to access her as a vendor.