What kind of metal are the legs of resistors made from?
You can buy rolls of tinned copper wire, as Andy says in his comment, and many resistors (especially precision types) still use tinned electrolytic copper leadwires. 

However, in modern times copper prices have spiked, 



and most leaded parts are cheap commodity items, so tin plated copper-clad steel wire has been used in many through-hole parts. You can tell the difference with a magnet. If it's copper wire, the leadwire itself will be non-magnetic (the end caps may be magnetic). Brass was once used for the end caps, but tin prices spiked.. so they're generally steel as well. Steel wire is worse in every way except cost- higher thermolectric effects, lower thermal conductivity etc. so its use would be confined to low cost products rather than precision resistors. 



Buying tin-plated copper-clad steel wire in relatively small quantity may prove more difficult, most distributors still carry the tinned copper wire (at insanely high prices compared to what a resistor factor would be willing to pay), and the makers of the commodity wire may want a minimum order of around a metric ton.