Depends on age of car,type of trucks, etc, for the most part my wheels and couplers are between grimy black and brown, except new cars they are rust as new cars usually don’t have painted wheelsets/couplers.
Real train wheels are seldom a single color up close, though overall they usually weather to a dusty brown. For models I usually paint the wheel faces dark brown (the exact shade doesn’t really matter), then airbrush the wheels and trucks together with a light dusting of tan or pale gray. The end result is usually pretty convincing.
The wheel faces should be rusty/dirty, really whatever looks right to you, and the treads should be nice shiny steel. I use AIM real rust light and dark for rust. I put a couple coats of the light on first, and then a very thin coat of dark, the end effect is an uneven coat of dark and you can see lighter areas underneath, very nice!
Wheel colors for passenger cars could also vary. Some wheels caught paint when the trucks were being painted. The most common colors that I have seen in this situation are green and silver.