In my setting: In my setting the special metals are:
Adamantium weapons (adamantine to you folk, but I grew up on Marvel comics and took the name right off the bat when I first used it in my setting) are heavy and the second hardest substance in my setting. They count as inherently magical, and their near indestructible nature has often been used by PCs to jam something open, etc... It is rare, but not that rare. It is mined in the Elemental Plane (I combine all the Elemental Planes into one, and have regions of elements).
Mithril weapons are light weight, but nearly as hard as adamantium. They do strike as silvered weapons, and they do count as magical weapons, inherently. It may be ingested (usually with silver) to create a supernatural argyria effect, giving the one that ate it a reflective sparkly skin (please - I came up with this long before Twilight) and silver eyes that see in the ultraviolet spectrum (ultravision from the old rule sets). They're
Chrysteel, also known as Diamond Metal, is translucent metal (transparent when perfectly refined) that is harder than adamantine and insanely precious. It can damage anything other that Chrysteel, so it can be used to sunder Adamantium weapons. It is inherently magical, and can damage artifacts. It is insanely rare.
Vibranium (Marvel again) is useless for making weapons as weapons made with it have muted damage, but it can be used to make armor which gives you damage resistance. It is inherently magical. It is found in my Underdark only, which is more of a Dyson Sphere.
Astrapi is metal that inherently crackles with energy. When crafter into a weapon, it inherently deal lightning or radiant damage (depending upon the method used to craft the weapon). It is very rare, but has been used to craft engines for magic vehicles. It is found only in places that are insanely cold in my Prime Material Plane, primarily around the Prime Material world's great temple to the Raven Queen which is essentially surrounded by 8000 miles of ICE (my primary planet has roughly 12 times the surface area of the Earth).
Uru (Marvel), when crafted into a weapon, inherently draws in magic. You can easily give it an enchantment, and it will absorb one on its own if you do not place one within it (I have a table that I roll on, although it was created a long time ago and I have to wing interpretations of the results). It is mined from the Positive Energy Plane and the Feywild.
Infernum is only found in Nessus, the central region of Hell. In my setting the 9 Hells are the Diabolic section of the Hell plane that is surrounded by the Abyssal regions controlled by Demons. Nessus is surrounded by 7 regions of Hell, and then Avernus surrounds those 7 regions. Nessus, in my world, looks like a nearly abandoned Greek paradise that surrounds a monolithic red metal structure. At the very core of Nessus is the place where the Far Realms collided with the Known Universe. A Gate connects Nessus to the Far Realm, and it is sealed with Infernum. The Blood War is a product of the Far Realm infected Demons (Demons are Devils corrupted by the Far Realm) attempting to fight their way to the Center of Nessus to tear open the gate. Most Infernum is built into the gate seal, but a small amount has been used for very special weapons and one suit of armor. Those weapons and armor are terrifying creations that can twist and distort beings when they're in contact with them. It is believed that all Infernum comes from the Far Realm, but the only being in existence that knows where it originated is Asmodeus and he doesn't tell his secrets. When an Infernum weapon strikes you, you roll on a chart. Then, usually, you make a saving throw or suffer a permanent change - and those changes are really insane. So far, PCs have only faced off against Infernum weapons or armor in the last chapter of a campaign before PCs are retired.