The folks at gunbound.net have put a piece of the story in each of the parts in the mobile description.

It appears that there was a war, and the mobiles you see now are a result of that war. They also give the names of cities/lands.

Land list:  Lond, Miramo, Adiu.

Names:  Hu Boee.. that is it.
Hu Boee created the ArmorMobile, for use in transportation and protection from falling stones. When the war started, they were equiped with weapons, and then sold as mobiles.

Adium people tried to use ancient gems that gather light and fire them, but failed to during the war. Eventualy, after the war, they found out how and created it into a mobile, the Mage. They then added an ancient shield regenerator.
Weapon Developers wanted to change the current mobile armor, which had the weakest armor in the upper part. They then decided to take the weapon out of the mobile, and use the satelites in the sky to shoot. - A.Sate

In Miramo, the people there used the power of animals wisely. They had no machinery, so animals were easier to use. They used mammoths for protection and building, and in the war, they used them for protection. - Ice
Maintenance being done on a ArmorMobile.
Mage
NakMachine
Trico
Hu Boee developed many mines.. Most of them were used for mining metal. NakMachines were made for mining instead of people.

Tricos were used as transports in Miramo.
BigFoot
Boomer
Ho Boee's study on gunpowder and fire was about increasing its power, and controling the heat when it explodes. BigFoots were designed to shoot multiple missles, and control their heat.

In ancient Miramo, techniques of drying wood and bones of animals have been developed.
They created tools made of wood, and created boomers to break ice and rocks. THey were used as weapons during the war.
RaonLauncher
Lightning
JD
RaonLaunchers were found in caves, and they protected themselves with mines. After some deaths,
they found out that it can only move if it is near the RaonLauncher, and they found out how to control it. They were used in the war.

In the ancient days, people believed that someone could change the weather through will.
Lightning was changed into a weapon and was used during the war.
There were stories telling that the end of the world came because of this weapon.

The production of lightning lead to the electric-bomb, which lead to the production of JD.
An A.Sate in use.
The Ice Mobile.
The turtles of Miramo are big and have hard shells. When the game of gunbound started, they were recognized as a strong mobile.
Adium, using the knowledge of ancient times, developed a creature that didn't exist before then. This mobile was the grub. Inside the shell of the grub, there is a glowing internal organ. This organ stores the electricity, and fires the marble like shots.
Turtle
Grub
In a new religion that believes in Thor, they found a key that lets a user control Thor in an ancient relic, and put it in a nak like mobile. Thus, Aduka was created.
Aduka in use.
Lond's ancient temple contained a blue print of a machine of destruction. Scientists said they should build it only after examining it, but laders of Adium decided to build the machine right away. In the war, the Knight won many battles, but only a few could be build because of the materials needed.
The notorious Knight.
Dragons were not created. They appear in the myths of Miramo, and thought to be extinct.

Though, there are some rumors that they've seen Dragon in game GunBound
Info: The Majority of this article was written by JakeV in 2004, using information from Gunbound.net.  I have updated it with a little more information and also placed some pictures to help illustrate it.
In the glaciers of Miramo’s deep ice caves, J.Frog was finally awoken from his deep winter sleep. It was presumed to be the ancient ancestor of frogs.

The development of precision homing technology led to the creation of Kalsiddon, which is similar to BigFoot but upgraded with Homing Missile technology.
J. Frog
Kalsiddon