What kind of components are these?
They do not have any marking, one is bigger than the other. Both have 4 pins, and 4 coils.
They come from an old Philips CRT.
These are common-mode chokes. They're 2 inductors which are magnetically coupled.
Yes, that makes them a transformer as well ! And you could use them as a transformer. But they're only 1:1 transformers so that limits the applications.
These are used to block high-frequency (common mode) signals from getting to the mains connection for example. You see them mainly in switcher mode mains power supplies