Designed to support the Call of Cthulu license, these were released in groups between 1985 and 1987. Collecting them all can be a lifelong (and beyond) task, if you can keep your sanity...
The 4 character pieces from the Curse of the Mummy's Tomb set and the 2 LE3 Gumshoes are shown as part of the range in the July 1986 flyer.