I've been trying to do some research into this after a completely random argument broke out on whether or not clay casting (making a mold in other words) was 'precise' enough to make the brass casing to make ammunition. I've looked around and found plenty about the original making of cartridge rounds, and the materials they were made of - but not the process used therein. Sheet metal pressing looks like it's old enough to be a possibility - but does anyone happen to know how they made these casings originally?
I have never heard of a cast cartridge case. They do have to be made to pretty precise tolerances, and although you can get pretty good results from lost-wax or even fine casting sand, there would have to be a number of steps, going from making up the molds, casting, cleaning, then machining, and it all would have been rather expensive in the mid 19th c. when the brass cartridge case was being developed. The earlier brass cartridge cases were formed from sheet brass, basically being pressed into dies, or a series of dies. As many of the earlier cartridges were rimfire, folding the brass was a simple way to create a hollow rim to hold the priming material ( and still is, if you look at a 22 rimfire cartridge) . But there was a lot of experimentation. Brass work-hardens, and at the time forming longer cartridges was something of a challenge. So sometimes makers tried assembling pieces together. The British perhaps were the most adventurous, with the .577 Snyder cartridge having an "attached head", and for the 577/450 Martini-Henry that followed cases were a conglomeration of attached head and coiled foil applied to a brass base, with some pasteboard and beeswax and other things mixed in - you can see examples here, These experiments were not very successful- the coiled cases ( in the link, 4th and 5th from the left) had a tendency to get stuck in the chamber of the gun and break apart when pulled.
You can scroll through this handy cartridge collector's glossary and see some more examples of experimental designs.
That formed and folded sheet brass would stay pretty much standard in the 19th c., and they're now known as "balloon head" cartridges. After 1890, the greater pressures of smokeless powder created a need for a stronger design and balloon head cartridges ( other than 22. rimfire) were replaced with ones having much more solid bases. Those are swaged from brass disks in several steps..