I have a book with a photo of a fine German double gun with brass/bronze locks, including the cocks. One is broken and you can see an attempt at repair was made. You can also tell that it probably wasn't fired much...
That is the one and only instance I have seen where they tried to use brass for the cocks. Otherwise, it's just lockplates/pans that are brass. I have seen a lock or two that have had a sheet of brass overlaid on the lower part of the cock to make it look like brass. Kinda neat.