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In reference to boots with hobnails inserted into the soles, the colloquial noun hobnail express designates one’s boots or feet as a means of travel, humorously represented as a form of public transport. This noun chiefly occurs in the phrase to go by hobnail express and variants, meaning: to go on foot; to walk.
—Cf. the synonymous noun Shanks’s pony.

—Cf. also the Australian-English phrase the Emmaville Express and the American-English phrase Siberian Express.

The noun hobnail express occurs, for example, in Questions & Answers, edited by Sam Bartlett, published in the St Albans Observer (St Albans, Hertfordshire, England) of Friday 20^th October 2000 [page 18, column 1]:

Answers
A reader Mrs French from Hatfield Road, St Albans, phoned in with an answer to what the phrase “sleeping at Mrs Greenfield’s” means.
It seems to be just one of a whole host of expressions which have gone from common use due to changed social circumstances.
Mrs French found the expression being used by author George Ewart-Evans ¹ who wrote a lot of books on the history of the oral tradition.
She said: “There’s a book called The Crooked Scythe in which he talks about village life when personal transport was non-existent.
“There was only one form of public transport, the carrier’s horse and cart and there were one or two a week to the town, and even then with little room for passengers.
“What remained for most villagers was ‘the hobnail express’, ‘shanks’s pony’, ‘stay home’, ‘walk 12 miles to Ipswich, and perhaps, spend the night on Mother Greenfield’s pillow on the way back’.”

¹ The reference is to the Welsh schoolteacher, author and folklorist George Ewart Evans (1909-1988), and to one of his books, The Crooked Scythe: An Anthology of Oral History (London: Faber & Faber, 1993).

These are, in chronological order, the earliest occurrences of the noun hobnail express that I have found:

1-: From the Harrisburg Daily Independent (Harrisburg, Pennsylvania, USA) of Tuesday 29^th August 1882 [page 3, column 4]—the use of “what is commonly called” suggests that the noun hobnail express was already well established:

“THE SHADES OF DEATH.”
Romantic Scenery and Recollections of This Picturesque Spot.
Correspondence of the Independent.

Terre Haute, Ind., Aug. 26.—Much has been said and written of the “Shades of Death,” which are located twenty-four miles south of Terre Haute, enough in fact to excite the curiosity of a less curious minded-man than your correspondent. Accordingly on the 14^th of the present month my friend, the assistant postmaster of Terre Haute, and myself started for the spot whose very name calls up wierd [sic] and romantic thoughts. After a ride of twenty-one miles in the cars and three miles on what is commonly called “Hobnail Express,” we came to a path following which a short distance brought us to a deep grotto.

2-: From a letter to the Editor, by ‘Crusoe’, published in The Coolgardie Miner (Coolgardie, Western Australia, Australia) of Wednesday 24^th January 1900 [page 6, column 3]:

If the work referred to is to be accomplished at all satisfactorily, get a tradesman to supervise it. Whether he has been here since Bayley’s time ², or whether he arrived per hobnail express yesterday, it should not matter.

² Arthur Bayley (1865-1896) was a gold prospector who, in 1892, discovered gold at Fly Flat (Western Australia), around which the town of Coolgardie grew.

3-: From a letter, dated Bloemfontein, South Africa, Friday 16^th March 1900, from a soldier called W. S. Rich, of the New-South-Wales Mounted Rifles, published in The Lithgow Mercury (Lithgow, New South Wales, Australia) of Friday 27^th April 1900 [page 3, column 3]:

“Some silly idiot took my horse out to graze and lost him, so I had to do the hobnail express alongside the transport wagon, and thereby missed being in a sharp skirmish which took place last Saturday.”

—Note: The following version of the above-quoted letter is from The Bathurst Free Press and Mining Journal (Bathurst, New South Wales, Australia) of Saturday 5^th May 1900 [page 3, column 1]:

“Someone took my horse out to graze and forgot to bring him back, consequently when we had to proceed I was forced to stay, and had to do the hobnail express alongside the transport waggons, which meant walking the whole time.”

4-: From Things in General, published in the Mount Leonora Miner (Leonora, Western Australia, Australia) of Saturday 15^th September 1900 [page 2, column 7]—here, the noun hobnail express designates a foot traveller:

How far is the Four-Mile from here, queried a new arrival in Leonora; Four miles of course was the reply. Well, how far is Mt George from here? Mt George and the Four-Mile are one and the same place, said the perapatic [sic] directory. “Oh! I see, Mt George is four miles high, is it,” questioned the traveller. No it is not replied the dictionary of useful information, Mt George is a reasonably tall hillock, over which you may stumble in the dark without knowing it, and the hotel is kept by a gentleman named Daniel. Now you have an idea as to where you are going. “Daniel! Daniel!” exclaimed the hob-nail express, I think I remember something of him, wasn’t he the bloke what [sic] married the “Lady of Lyons.”

5-: From a correspondence from Tarcoola, a town in South Australia, published in The Advertiser (Adelaide, South Australia, Australia) of Thursday 28^th August 1902 [page 4, column 9]:

The low price of Tarcoola stock is causing a wave of depression to pass over the field, and the number of departures exceed the arrivals, so that the population is slowly but surely decreasing. Very few of these going away can afford to pay the mail coach fare, so they go by camel team, or “Hob-nail express.”