Steed is collecting tin soldiers since his childhood and has fought "all the most glorious battles" (Requiem), such as the battles of Corunna, Waterloo and Balaclava with the little toy soldiers at Fort Steed and later in the flats of grown up Steed.
Especially the Battle of Balaclava is a favourite of Steed military strategy games, as the painting above his mantlepiece in Flat 4 shows The Charge of the Light Brigade in the Crimean War in October 1854.
On the other hand, he also demonstrates an amazing ignorance on certain campaigns, such as the Battle of Bizerta. His erroneous description in Esprit de Corps means that Captain Trench is extremely suspicious and Steed's camouflage almost blows up.
Tin soldiers can be seen in different episodes: The Murder Market, Requiem and TNA Dirtier by the Dozen.
Steed is a serious collector and is very proud of one tin soldier, "a 95th rifleman" from the Napoleon wars, "the only one in existance" in Dirtier by the Dozen which obviously is very valuable. He's also fond of his French Lancer, that is "complete, right down to the little pouch where he keeps his brandy".
But he's loosing all the battles against Miranda in Requiem and capitulates as a "wise general".
Series 6: Requiem
The tin soldiers in Requiem look more like plastic soldiers, it's a different collection than that from
The Murder Market.