There is "Aluminum Black", "Brass Black", and "Super Blue" (for steel/iron) that is also approximately black.
Using any of these on model trains doesn't produce a finish that looks like black paint. But, it does darken the surfaces enough that weathering over those finishes may look reasonable.
I have found that the finish of aluminum and to some degree brass is more easily rubbed off than "blued" steel finishes. But, these finishes are definitely thinner than paint, because they are converting the existing surface, not covering it.