I've found a few Carousel Toys that feature helicopters...
I posted one under the "Toys From Italy" topic. It's a nice toy made by Bell. You can see it at this link:
viewtopic.php?f=32&t=922&p=4218&hilit=carousel#p4218
Also, I'm aware of examples from Germany and Japan.
Here one by Blomer & Schueler of Germany:
One by Nova of Germany:
And one by Asahi Toy of Japan: