To clarify El Ravager's reply a little, he's referring to the Monstrous Compendium Annual Volume 4, but before that the clockwork horrors appeared in Monstrous Compendium 6 (the hole-punched insert pages). The two write-ups were virtually identical, and the creatures were from the Spelljammer setting.
According to the "Habitat/Society" entry (don't you miss those?), the clockwork horrors were created by an unknown race called "the Lost Ones," who were fond of mechanisms. Too fond, as it turns out: an adamantite machine of their creation gained sentience and mystical power and destroyed the race. It then created the other clockwork horrors (platinum, gold, electrum, silver, and copper), who proceeded to tear apart entire worlds in their crystal sphere and use the raw materials to create more of themselves. They would have been confined to their own crystal sphere had a fleet of neogi ships not entered the system. After taking over the neogi fleet, the clockwork horrors were free to expand to other crystal spheres. They can apparently strip a planet of all of its metallic resources in a couple of centuries.
Kind of Borgish for a bunch of spider robots, huh? (Or, more precisely, von Neumann machine-ish, as they apparently don't convert lifeforms into copies of themselves like the Borg do.)
Johnathan