Yes, there have been metal prototypes of a.o. RoR and WoR (but also Orcs, WoMT, Uruk-Hai, High Elves and Numenoreans).
Look closely at the shields:
Now compare to the shield of a metal Captain of Minas Tirith and to the plastic WoMT below. The shield is clearly the same as for the metal Captain.
There are other examples, and you can indeed find pictures of the unpainted metal miniatures. There is a topic on this site about rare miniatures here:
viewtopic.php?f=30&t=22177&hilit=unreleased+rare&start=540I'm quite sure there were some pictures, but I can't find them now.
Short answer: yes, there certainly were metal prototypes! I know of the metal High Elves, Numenoreans, RoR, WoR, Uruk-Hai, Mordor Orcs, WoMT. It seems after this they stopped doing this.