Didn't the Soviet Union have trains with short-range ballistic missile launchers (I think that's what the train in Goldeneye's supposed to be based on)? And I don't doubt that NATO had something that's still highly classified.

Single missiles on the back of a truck are one thing, but if you want a sizable number (like on a missile sub, or nuke-tipped ALCMs coming off something like a B52), the main issue is the support staff required to maintain and ensure the security of the weapons - eventually you get into something the size of the proposed Panzer 11 (aka the Monster), and it consumes too many resources, moves far too slowly, can't cross anything except the most heavily reinforced bridges, and is a target for every single aircraft that can drop ordnance on it.

And to be honest, Mecha themselves aren't exactly practical either.