Styrene is the typical material with high durability for gaming when considering corrugated roofing, for a shanty for example.
Aluminum sheeting is available in O (1:48) and G (1:24) scales that work for a WH 40K shanty. O Scale Corrugated Metal Roofing: https://www.rustystumps.com/proddetail.asp?prod=D5525
Corrugated cardboard is another option. Available in 12 x 12 inch sheets or other sizes for scrapbooking, but has flat backing which makes using for buildings easier, but not as realistic.
Embossers from Sizzix and others for under $200 can make corrugated sheets, with embossing plates like: https://www.simonsaysstamp.com/product/Taylored-Expressions-CORRUGATED-Embossing-Folders-TEEF20-TEEF20TaEx?gclid=CLiYwOSO4c4CFYRmfgodMfAAdA
Fiskars Crimper can make iron sheeting for O scale buildings, examples are shown here: http://gn15.info/forum/viewtopic.php?t=146.
Coke can scrap aluminum can be sent through the crimping machines listed above to make sheeting like that in the rustystumps link. Aluminum foil seems like a option, except to significantly distress: http://www.scalemodelplans.com/smp/tutorials/metal_siding.html
Testing. I have not tested it yet, but I plan to get a crimper and precut the sheets to be panel sized at scale and then run them through the crimper. I can then bulk distress, rust, and prep individual sheets, to be used across many different buildings. Maybe even mix foil and can panels.
Wood hardener, like Minwax, can be used to make paper versions that are reasonably durable.