Victorian architecture spanned almost 70 years (1837-1901) and consisted of many style types including:
Arts and Crafts
Gothic Revival
Italianate
Jacobethan
Neoclassic
Neo-Greek
Queen Anne
Renaissance Revival
Romanesque Revival
Second Empire
Stick-Eastlake
A large portion of these styles utilised brick and mortar or stone techniques, although many of the later styles used timbered or sawn wood as materials for homes.
Roofing materials would have consisted of multiple layers of coal tar over tongue and groove planking and a fine gravel surfacing. The coal tar was self healing in the summer months. Lifespan 30-50 years.
For larger, grander homes, slate roofing would have been an option, albeit an expensive one. Lifespan 100+ years
Exterior material could have consisted of wood clapboarding over frame construction with finely sawn detailing and the use of granite or other stone blocking. Pine was popular for framing although I have seen some oak framing.
Finer homes could be stone clad with ashlar or dressed stone over masonry or post and beam construction. Brick was definitely an option and could be dressed with plaster or a form of stucco. Wrought metals and exotic stone detailing would be added.
In the early 1800's hand blown glass would have been the norm for most windows that had glass.
By the late 1800's floated glass or plate glass had replaced the hand blown panes and allowed for larger windows. The lower cost of the new glass also meant more people could build houses with glassed windows and have more of them.
Interior Materials: sawn paneling, carved or turned hard and soft woods for detailing would have been common.
Plaster over lathe for painted walls and ceilings. Wooden coffering for wall and ceiling work. Decorative stone work in marble, granite, sandstone, alabaster, and several other types would have been available, although you can find porcelain railings sometimes. Flooring would usually be of wooden planks or, possiblly, marble, terrazzo, or some other tile system. As for the woods; walnut, oak, mahogany, teak, cherry, ebony, poplar, maple, elm, would be popular.
And the wallpaper, you can't forget the brightly colored wallpapers made of damascene silk, moire silk, linen, paper, and felt; with lots of intricate design.
Insulation did not really exist and was more a product of wall thickness and material density.
The houses of the Victorian era would have used lots of natural products and the Victorian Eastlake style, (properly High Victorian style),could be exceptionally detailed and brightly colored (although Charles Eastlake, the man for whom the style is named, would probably not like it).
Generally,homes were constructed with great attention to quality craftsmanship and artistic form. Houses today are built of engineered materials, which, in some cases, are safer but defintely lack the fine crafting and sturdiness of the older homes.
Of couse, a 3000 sq. ft., 4-bed, 2-bath with kitchen, DR, and LR, and a 2-car garage, built in the style of an Eastlake Victorian cottage today could cost well over 1.5 million dollars (over $500 per square foot). Whereas, a normal 3000 sq. ft. home of the same type in Ohio today would be around $165,000- $200,000 ($45-70 dollars per square foot).
I hope this helped.