99% of them are brass. All the brass ones are either; chrome plated, gold flash (sold as solid brass), gold plated, silver plated, anodized in many different colors, or powder coated in many different colors, but all are brass underneath.
Some other materials used for the remaining 1% are/were; solid gold, Stirling silver, copper, steel (WWII era and WWII replicas), and Aluminum (these were prototypes that were never sold, but I know there are some out in the wild).
I am probably forgetting a couple things, but that covers most of them.