A sled is a stylized mechanical model of a system which is constrained to move in space in a specific orientation, i.e., in the direction of the runners of the sled or a blade. The negation of motion transverse to the runners renders the sled a nonholonomic mechanical system. In this paper we report on the unexpected and fascinating richness of the dynamics of such a sled if it is subject to random forces. Specifically we show that the ensuing random dynamics is characterized by relatively smooth sections of motion interspersed by episodes of persistent tumbling (change of orientation) and sharp reversals resembling the random walks of bacterial cells. In the presence of self-propulsion, the diffusivity of the sled can be enhanced and suppressed depending on the directionality and strength of the propulsive force.