The steel supports look like Cor-Ten steel. As Roger wrote, it is naturally protected by the rust that forms on the surface. Provides protection and a good looking surface without paint or heavy metal coatings.
See:
http://en.wikipedia.org/wiki/Weathering_steel#Disadvantages
We have a freeway (I-280) in the San Francisco bay area that runs along the main SF water reservoirs. Paint or heavy metal coating (think galvanize) were considered to put the water supply at risk of contamination, so all the guard rails and other exposed steel components were made from Cor-Ten.
How about using thin wall steel tubing? I haven’t looked, but I’ll bet McMaster-Carr has something that would rust like Cor-Ten. Perhaps not actually Cor-Ten, but it would provide the same appearance and last for a really long time. Welding or brazing could be used to fabricate the bents. That would be a unique structure!
No, I won’t be building one. Too modern for my RR.
Happy RRing,
Jerry