For blackening steel, there are two quite different conversion coatings. The traditional hot black oxidation processes uses a concentrated sodium hydroxide + nitrate at ~295^oF to oxidize a very thin surface layer to Fe₃O₄.  There are several Types given for different ferrous substrates in MIL-DTL-13924D (MIL specs. & QPL's are available from ASSIST at http://assist1.daps.dla.mil/quicksearch/).

The room temperature processes produce a black copper selenide coating.  A very thin, immersion coating of copper forms on steel via the displacement reaction Cu⁺² + Fe = Cu + Fe⁺², the Cu then reacting with selenous acid to produce Cu₂Se and/or CuSe.

Both the black oxide and the selenide coatings are extremely thin and require oiling or waxing to prevent rusting.  Water-displacing oils per MIL-PRF-16173/QPL-16173 are usually used. The thickness buildup is negligible -- the coating cancels out the bit of metal lost in acidic pretreatment. See
OXIDE STEEL?
Thread684-65911
Proprietary concentrates are used to prepare the solutions (‘home brews’ are notorious for producing red tinges of rust).  Some well-known suppliers are Heatbath, Hubbard-Hall and Electrochemical Products, Inc.

http://www.heatbath.com/Products%20link%20page.htm
http://www.hubbardhall.com/hbhall/pages/metalchild.jsp?...
http://www.epi.com/ & http://www.black-oxide.com/

See also
Black Oxide Coating Specification
Thread723-56683
which compares the true black oxide on steel (MIL-DTL-13924D, AMS2485) with room temperature solutions which form CuSe on steel (AMS2484).  The black oxide suppliers sell the room temperature product, as does
See also
FAQ: Black Oxide and Cold Blackening
http://www.finishing.com/faqs/blackoxide.html

EPI has chemicals for black oxidation of many metals as well as antiquing: http://www.metalantiquing.com/

Black Copper Oxide.
Ebonol C is a well-known proprietary blackening treatment for copper from Enthone-OMI. http://hyperion-ef.com/ebonol.htm
I believe it meets MIL-F-495E requirements.
Both chemical and thermal oxidation methods have been used to improve paintability and adhesive bonding of copper and its alloys.  See
oxidation of phosphorus bronze to increase wettability
Thread330-83563

Other black finishes include electroplated black chromium (see MIL-DTL-14538D), which is more protective than the above black finishes, and is much used on solar collectors.

Black nickel is a thin shiny black electrodeposited coating (over a thicker electrodeposited base coating) used for camera interiors and such.  It requires lacquer coating for most applications, as it is susceptible to attack by moisture and chemicals.

Of course, there are many other methods of coloring metals.  E.g., aluminum can be anodized and dyed black or nearly any other color except white. Anodize has definite contollable thickness, but figure a minimum 2.5 microns for dyeing, 10 microns is preferable to get a good black.
  
Chromate coatings are available in several colors, and can be dyed additional colors.  This allows color coding of zinc plated fasteners (clear/bluish, yellow, black, red, etc.).  Black chromates are more expensive, as they contain silver.

For antiquing and otherwise coloring copper and its alloys, The Colouring, Bronzing and Patination of Metals by Richard Hughes & Michael Rowe contains ~1000 chemical recipes.
http://www.amazon.com/exec/obidos/ISBN%3D0823007626/fin...