Here is a source (one of many, I am sure) that offers lead shot in 5 pound packages:
I'll note that Amazon carries lead shot in 25 pound bags for not much more than Midway wants for 5 pounds. That isn't necessarily flagrant profiteering, as poor quality shot shoots worse than good quality. But for weighting purposes, hey.........
BB's are usually copper plated steel, not lead.
There have been claims of some sellers (Amazon, for one, I think) that their "tungsten" is not nearly as dense as tungsten. If you get my point.
Tungsten is totally neat stuff (see book: "Uncle Tungsten" by Oliver Sacks).
Uranium, depleted 19.1
As you cast your eyes over the list above, you can see which material might be useful for poor folks to weight their freight cars.