Hugh has a story of the history of chess pieces on his site gapingvoid.com. Apparently it comes via a drunk Scottish guy in a pub.
Chess pieces are wee representations of ancient warfare.
Somehow I was reminded of playing Battle Chess as a kid. Here are some kick-ass EGA screenshots.
Click the one on the right to zoom
Title is a SNL reference to a skit where “chess for girls” was like my little pony and you dressed the pieces up and put makeup on them etc.