I saw this claim made on TV Tropes, but it's predictably difficult to find sources, because Google just things I'm looking for modern action figures
Yes, they are quite common. Here are a few in the collections of the British Museum, made in various materials. Here is an example in the Getty.
In general, when searching for something, you can use google's in-line filter feature. For instance, try a search like this: ancient gladiator figurine -stock -pinterest site:*.edu