GWR engines carried painted-on numbers until around 1876, at which point the standard cast numberplate were introduced. These were carried more or less unchanged even beyond the end of the GWR. Exceptions included locos such as the 3232 Class, which carried separate numbers in an arc on the rear splasher. Some absorbed locos had the words 'G W R' above the number.
Tender engines carried the number plates on the cab side. Tank engines at first had the numberplate on the centre of the tank sides, but from around 1907, these were moved backwards to the rear of the side tanks (on small engines) or the bunker sides (on larger engines).
The illustration above shows a lined plate, as carried by locos that were fully lined overall. The example seen here stems from the BR era, when the 48xx had been renumbered into the 14xx series, and many of the 14xx class were lined in BR days after 1956. The lining is ⅛" orange chrome. Unlined locos had unlined plates.
Cast plates were ¾" thick. The numerals on number plates were 5¾" high.
The majority of the cast numberplates were brass. Many however were cast in iron. Here is a useful listing showing which types were fitted.
Absorbed loco 813 with 'G W R' above the number. Note the bodywork colour is applied to the perimeter of the plate. Picture courtesy Gareth Price. Click on picture for more of his photostream.