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Generally, it was steel and steel does not rust. I have never seen a suit of armour made of iron in any museum that I have visited.

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First, steel most certainly *does* rust. You are probably thinking of stainless steel when you think of steel. (Point of fact, stainless steel can also rust and corrode over time, but because of its alloy it does so less frequently, hence the name "stain less.") However, stainless steel was not used in medieval armors (it didn't exist then!) Medieval steel was a high carbon steel that would rust very quickly if not treated.

Second, armor most certainly was made of iron prior to the development of steel.

Now, on to the original question...

Knights protected their armor through a variety of means, not all of which prevented it from rusting, but simply prevented it from rusting past a certain point. One of the more popular methods of protecting steel was known as "bluing," which is a technique that is still used today! The are two forms of bluing: hot and cold.

Hot bluing occurs when the surface of the steel is heated and then rapidly quenched instead of allowing it to cool slowly. ("Quenched" means to cool it by dipping it in water or oil.) The act of quenching also contributes to the ratio of hardness (brittleness) to flexibility the steel would have. There were a variety of methods depending on the quality of steel and how much temper you wanted it to have, and was something of an art form; you could ruin a perfectly good piece of steel if you weren't careful. But basically, the goal was to create a thin outer layer that was impregnated with oil that would wear away over time but would otherwise slow down the oxidation process that causes rust. The end process caused the steel to take on a bluish color, hence the name "bluing." However, bluing was not perfect; it would slow down rust, but not stop it. This meant you took very good care of your steel (or at least your servants, squire, page, etc. did) by cleaning, oiling, and polishing it with every use.

Cold bluing is a bit different. Instead of heat and oil, a chemical was used to cause the steel to rapidly rust. (For example, urine.) That's right, they intentionally caused the steel to rust, taking care to make sure that it rusted evenly. They would then rub oil into the rusty metal, let it rust some more, apply more oil, let it rust some more, and so forth. The end result was a very deep black or brown colored surface that basically helped slow down the rusting process. Like hot blued steel, you still had to take very obsessive care of your steel.

How do museums get away with not having to clean their armor and weapons all the time? Crystalline wax polish. It acts like a bluing, preventing oxygen and moisture from starting the oxidation process by sealing the surface of the steel. Since this steel is on display and not for use, it works pretty well. It also works well if the weapons must be handled for inspection or to be moved, as it can keep finger oils away from the surface of the steel.

One last note...the idea that knights all went around in head-to-toe bright, shiny, mirror-like armor, is pure fiction created by movies and television. Fully encased armor was extremely costly to make and few other than kings were wealthy enough to afford it. So much so that even kings would not take it into battle because it was too valuable! (Like taking your expensive sports car off-roading.) Hence, armors like this are more frequently known as "parade armor," because it was chiefly worn for ceremonial occasions or when you really wanted to impress a visiting dignitary with your wealth. Real armor consisted of various types of protective layers, usually a thick, quilted underlayer (to help protect against blunt force), a layer of riveted chain mail armor (never butt-ended like you see in modern reproduction mail; that stuff wouldn't last a single fight), and then in later periods, some kind of additional layer of steel plates, whether they would be riveted to a leather shell (Wisby plate or "brigandine"), a laid out in overlapping scales (lamellar), or anatomically formed pieces (cuirass, gorget, pauldrons, vambraces, couters, etc.) The exact type of armor the knight wore depended on what century he lived in, what region he came from, what kind of weapons he was likely to be facing, and most importantly, how poor he was! Just because you were knighted, didn't automatically make you rich; some knights received grants of land and title, others just received the honor of being knighted for valor or service to the king, but were still virtually paupers. This is one of the reasons why especially the poorer knights were eager to go to war, to not only earn further favor with their lords, but to potentially earn spoils of war.

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