This is the GoBot Loco, also knows as Machine Robo Steam Robo designation MR-05.
I'm way too busy to transform him myself however, so I'll go grab an egg-nog and let the Toyriffic Intern take over for a minute...
Thanks intern! Now go eat your oatmeal.
Helpful hint: look for GoBots in piles of Hotwheels/Matchbox when at flea markets/garage sales etc. They often get piled in by the uninitiated.