Being able to choose among a variety of materials is almost a must with brass wind instruments. In this respect the euphonium, largely because it is the better known of the two instruments, offers a far greater choice. The fact that it is indeed better known and more popular is readily apparent from the catalogues of instrument manufacturers, where the alto horn is often available in two basic editions only, far behind the wide variety of euphonium models on offer. But even a choice between two or three models is an important choice and should be given due consideration. Alto horns are most often available in brass, varnished brass, and silver-plated. Euphoniums are a completely different kettle of fish.
Of course, they, too, are available in brass, varnished brass, silver-plated or gold brass. But for both instruments, it often is a question of money: if you have enough of it and are willing to spend it, you'll be able to acquire an instrument made of the material of your dreams, even if you cannot find that instrument in a catalogue.
Starting with a silver or gold plated mouthpipe and going through the whole length of the instrument to the golden ring of the bell, there are no limits to what is available. Parts of the mechanism, too, may be made from a wide variety of materials. For example, there's the option to have small parts gold-plated or to have the keys fitted with additional wires.