For the blades and tools, see this post on SOSAK, number 14:
http://www.sosakonline.com/index.php?option=com_content&task=view&id=93&Itemid=61Most liners are aluminum, not sure of what alloy but they bend quite easily when taken out of the knife. Older alox knives (93mm, not sure about 84mm) used brass liners. The 111mm line that use liner locks have stainless liners for the locks.
As for other materials, there are a lot. Scales: cellidor, aluminum, steel, wood, nylon, silver, titanium...
Pins are typically some kind of brass alloy. The 93 (and maybe 84mm) alox knives have some sort of steel alloy pins, as I understand it.
Hope this helps!