I remember being a kid and looking through Model Railroader and drooling over the brass locomotives. Most of them were HO and O scale, maybe a few N here and there. Today, while rare and expensive, you can find brass in z scale. And their small size only enhances the marvel of these brass works of art. They are hard to come by, so just how do you get your hands on a brass z scale locomotive? Sorry to say your best chance is the aftermarket, particularly ebay. My advice to you is if you see one with a buy it now price and you want it, grab it! I have seen some great buys, I have seen some overpriced units but I have never seen one not sell!
The AZL brass locomotives are by far the most pricey, and the most interesting. You will find C449W locomotives, a few E-8’s and SD45’s every now and then. The real hard to find ones, and brass z scale steam locomotive MTLthe price reflects it, are the PA-1 and the GS-4. I think I have only seen one of the Big Boys, and one FP45’s, I don’t recall ever seeing a Challenger. Some of these locomotives like the PA-1 had very low production numbers, we are talking 10! You will also find the MTL Mogul’s here and there and they are such a cute little locomotive, and really not spendy. Every now and then you will also see a Zthek or Huet switcher. These are brass built up on Marklin chassis. I really wish someone would pick these up and produce these, Z scale needs these small switchers. Think how much more appeal a small Noch layout would have with a US switcher rather than a Marklin 0-6-0 or small diesel. FR makes some outstanding z scale brass locomotives but they are European.
More brass is on the drawing board for z scale. I strongly suggest if you here rumors of what is on the way, pre order if you can. If you miss out, you will most likely pay dearly later if you really want you. Heck the way z brass on the resale market is going, you may want to add a couple to your retirement portfolio!