I have this bogie:
It's textured with UV Map in a dark grey as you can see in texture view. However when rendering, it's nicely rendered, but no texture is to be seen:
I checked this question/answer already: Render not showing UV texture
EDIT: I did all the steps mentioned in various tutorials and in the Blender wiki:
I added a material, then a texture. I created seams, unwrapped my mesh, saved the UV layout, changed its colour to dark grey and assigned the image back to the texture. In texture view you can see the result:
The frame is just plain dark grey, the wheel set has a light grey tread.
In render view it's just the default untextured grey.
Frame and wheels are different objects with different Materials, different Textures and different texture images.
Here is the blend.