I have been reading with much interest the posts on the 39's and if they come in steel or alloy. I have collected them for years and can offer the following from the older Gun Digest and my own collection of guns:
They started with the Pre 39 model which has just a serial number and no 39 stamp. Serial numbers are #1000 thru #2600 and alloy frame only.
Next is the 39 which comes in blue alloy or steel frame. There were less than 1000 made in the steel frame.
Next is the 39-2 which comes in blue or nickel alloy.
Next is the 439 which comes in blue or nickel alloy.
Next is the 539 which comes in blue or nickel steel.
Last is the 639 which is a stainless model.
All the alloy frames noted above have steel slides.
There is rumor of a nickel alloy 39 and a blue 39-2 in 7.65mm caliber but I have never come across either one of these.