I own a few bricks that contain a weight inside of them. 52g according to Lego.
What exactly is inside of these bricks that makes them heavy?
I did the unthinkable! ...I had to know.
I opened one of my two weighted bricks. One of the two ends has a glued on cap that I've cut around using an utility knife.
The piece of metal it contains fit almost perfectly in the cavity. I don't know metals but it has a rainbowish kind of sheen to it. Here's a close up:
I'm now gluing it back with super glue.
I had two of these bricks in red, one is broken (one of the side-caps dropped off): there's just a piece of galvanized iron/steel in it.
My blocks were bought about 19 years ago, so maybe they changed the weight to an other/cheaper material in the meantime, but I don't think so.
I'm fairly sure it's one or two pieces of iron, but I would need to check with someone who actually opened one. You can easily check that it's a ferrous metal if it attracts magnets.