Two other good sources of brass chain are Bluejacket ( www.bluejacketinc.com ) and Model Expo ( www.modelexpo-online.com ). Between them, the three can supply just about any size chain you could possibly want.
There's more than one way to look at this problem. I've always had mixed emotions about removing molded plastic anchor chains and replacing theme with metal ones. The big problem with metal chain on this scale is that, to my knowledge, nobody makes stud link chain of the right size. (Stud link chain has links with cross pieces - sort of like a figure 8. The cross stud has nothing to do with strength; it just makes it harder for the chain to get jammed up in the chain locker. That's why stud link chain is rarely used for any purpose other than anchor chains.) Some of the better plastic kits have integrally-molded anchor chains that, though they're only cast in relief, are more realistically shaped than the brass stuff. A careful paint job can make such molded chain look pretty convincing.
Every once in a while I see some decorative chain on a jewelry counter in a mall that could pass for stud link. My wife has a pair of reading glasses with a chain that sort of looks like that, in fact - but it's far too big for 1/350 scale. Bluejacket makes cast britannia metal stud links for larger scales. Gold Medal Models has a photo-etched set of stud link anchor chains on 1/700 scale. (To my eye those look marginal on 1/700. Apparently Mr. Perry, who runs GMM, agrees; he doesn't offer a set on 1/350.) And at least one of the Skywave 1/700 injection-molded detail parts sets includes some lengths of chain molded onto small slabs of plastic. The modeler slices the chain off with a razor blade and applies it to the model. Clever - and not bad looking.
If I were working on a 1/350 scale
Arizona I'd think twice about replacing the anchor chains. The brass stuff might be a clear improvement - but it might not.
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