M.A.X. (Mechanical Assistant, eXperimental) is the robotic assistant of Brains and part of the overall Tracy family that makes up the Thunderbirds.
This figure comes in a two-pack with Brains as part of a second wave of figures from the Thunderbirds are Go! line from Vivid Imiginations. I picked up a set on my last trip to Toys R Us before they shut their doors.
Check the Archive for more figures:
Links to purchase: