Oxford Dictionary of Idioms
on Shank's pony using your own legs as a means of transport
Shanks (from the Old English word scenace, 'leg bone') is now used as an informal term for 'legs'. The original form of the expression was "on Shank's mare".
Cambridge International Dictionary of Idioms:
British, American & Australian, old-fashioned
Shank's mare American, old-fashioned
walking as a method of travel · I missed the last bus and had to get home on Shank's pony.
Bertram, NTC's Dictionary of Folksy, Regional, and Rural Sayings:
ride shank's ponies
(See also by ankle express; shank's mare)
My car is in the shop, so I've been riding shank's ponies.
It's not far. We might as well ride shank's ponies
walking, on foot.
(See also by ankle express; ride shank's ponies)
We traveled by shank's mare.
Shank's mare was the only form of travel we could afford.http://www.1stvirginiaregt.org/1stMemoir.html
Shank's Mare was the only mode of conveyance, and no hotels were open.http://www.freemanifesta.org/artists/grindell.html
The corresponding "places of interest" in Frankfurt will be subjected to a thorough analysis. Although the length of the route may necessitate vehicle usage, Shank's Pony will be the dominant mode of transport. [...]
Die entsprechenden "Sehenswürdigkeiten" in Frankfurt werden einer gründlichen Analyse unterzogen. Auch wenn Teilstrecken mit Fahrzeugen bewältigt werden, bleibt das Hauptfortbewegungsmittel Schusters Rappen.