#5931 Roll & Go Farm Animal Play Set (2011-12) is a yellow palomino with hind socks and shaded leg joints.
Tractor Supply Company/Other Retailers special run #5604 Palomino Peruvian Paso and Foal (2008) is a yellow palomino very similar to #5931, but usually has a bit more shading to the body. The model has three socks, not off-hind, and eye-whites.
Target #720226 Pony Gals - Peruvian Paso (2009) is a light golden-toned chestnut with flaxen mane and tail, and off-hind and near-fore pasterns.
Tractor Supply Company/Other Retailers special run #5906 Peruvian Paso (2008) is a deep red chestnut with flaxen mane and tail, hind socks, eye-whites, and a snip. It was later released as regular run #46002 Running Free - 300 Piece Puzzle (2008-09)
#5906 Peruvian Paso - Red Roan (2006-08) is a chestnut roan with a creamy body, dark chestnut mane and tail, and dark chestnut shading on the body, head, and legs. It has eye-whites, a large snip, four socks, and leg chestnuts painted grey.
Toys 'R' Us special run #760218 Stablemate World of Horses Shadow Box - Peruvian Paso (2010) appears to be a re-release of #5906, but differences in colour and the gap between releases indicates this is a look-alike rather than extra #'5906s being repackaged. This model has a body colour which is darker and more orange, lighter shading, and a satin to semi-gloss finish. The white markings remain the same.
BreyerFest Breyer Store Special #711080 Stablemates 20th Anniversary Commemorative Set - 2002 RSV Inolvidable (2009) is a very dark bay with eye-whites and a satin finish.
JCPenney special run #410176 Stablemates Parade of Breeds - Peruvian Paso (2006) is a red bay with gold metallic finish, eye-whites, and a near-hind pastern.
#5941 Mystery Foal Surprise Gift Set (2012-13) is a yellow buckskin with black points, and a large snip.
#5907 Peruvian Paso (2009-11) is a white grey with pearly finish, shaded grey joints, mane, and tail, and eye-whites.
#59209 Deluxe Stable Set (2015-Current) is identical to #5907, but has a normal matte finish instead of pearly.
Many thanks to MySt of My Stablemates for providing pictures for this post!