How far back are you talking about? This isn't from a historian's perspective, but from an engineering one - there are only a few methods of corrosion resistance that I'm aware of prior to the development of stainless steel:
(1) applying an organic coating (oil, paint, etc.) to prevent moisture & air contact
(2) blackening it (creating a more adhesive, stronger, and less-porous oxide film of Fe3O4 rather than the red, porous and flakey Fe2O3 which allows oxygen to continually eat at fresh metal) - this would be the same protective coating for gun barrels prior to plastics and more modern materials
(3) galvanization - dipping it into zinc, though that was around ~1700s when that started so I'm not sure if you consider that being before of after chemistry
I unfortunately don't have dates for the first 2 methods. I was under the impression that they were from antiquity however, as those processes were simple with easily accessible materials.
Source would be my materials textbooks. One is Callister, Fundamentals of Materials Science and Engineering 6th Ed. I'll have to hunt for the names and titles of the others. They unfortunately do not detail what people thought what rusting was back then though.
Edit: The other textbook which had more of the contextual info was "The Science and Engineering of Materials, 4th ed" by Askeland and Phule. Callister was much more technical in nature.
Edit 2: I realized I didn't answer regarding the structural components. Even today, it's a bit of an issue that isn't quite solved. For example, my second year materials science professor was doing research on how to improve the longevity and detect issues with steel corrosion in reinforced concrete. I think it was the Askeland textbook that had data regarding the annual maintenance cost due to steel corrosion, which at that time (~2004) was listed in the hundreds of millions USD for just North America. Stainless can't be used en masse for everything just due to the cost increase over regular steel (was ~9x greater, but fluctuates with chromium & nickel prices) and is also more expensive to manufacture with many processes.
This isn't "rust" in terms of iron oxidation, but a different kind of corrosion that you may find interesting. In the 1670s, English shipbuilders attempted to deal with the issue of boring shipworms* by covering ship hulls in a thin coat of lead sheathing.
The issue that they ran into is one of what we now know to be electrolytic corrosion -- the salt water meant that a weak current was created between the lead sheathing and the iron fittings of the ship. In the ship the James, "the ruther [rudder] being loose they unhung it and hoisted it upon deck where they found the pinckle irons quite consumed by the salt of the lead or some other matter that corrodes from the lead that eats the iron and nails." (Rodger, Command of the Ocean, p. 222.)
So the shipwrights of Charles II's day knew that there was some interaction between the lead and iron, but didn't know how to explain it or deal with it.
Copper sheathing proved to be more useful, but the same corrosion problem happened until shipwrights realized that it could be mitigated by creating a watertight seal between the hull and the copper. (They did this by covering the hull with lacquered paper.)
Nowadays, marine fittings (engines, etc.) often include zinc anodes, which corrode much more quickly than other metals and are counted as "sacrificial" anodes.
*"Boring" meaning those that drill into a ship. Not shipworms who are not the life of the party.