You won't see R-rated films getting their own toy lines targeted to kids now, but children of the 80's and early 90's had no shortage of action figures including Robocop, Terminator, Aliens, and Predator. The Thing wasn't a huge success when it was released in 1982, but if it had been, we may have seen a company like Kenner create The Thing action figures.
You may not be able to buy these (yet), but take a look at this mock 80's commercial for The Thing action figures:
"Wow! I had heard rumors that Hasbro had released a toy line based on John Carpenter's 1982 classic "The Thing" in certain test markets but who knew they went so far as to make an ad campaign too?" *A big thanks goes out to Badass Digest for spotting the video.*