I have never seen anyone build aluminum heavyweights. All the scale heavyweights of recent vintage are plastic and the old kits from the 50's and back are wood. Lionel's undersized heavyweights were bakelite, as were American flyer's first postwar cars. American Flyer's prewar heavyweights were die cast pot metal.
Aluminum is used to make streamlined lightweight cars in the toy train world. They are usually extruded shells, but AMT made some sand cast aluminum streamliners.