Creo 4.0 comes with the materials below. The reason that more materials aren't provided is because material properties are unique to the application. They can change with temperature, orientation, batch lot and risk. By risk I mean S, B or A basis. Aside from that companies don't want to get sued if you use those properties incorrectly and then your design fails (there are cases where this has happened).
Aside from the default materials that come with Creo 4.0 below there are companies that provide this information:
GRANTA MI:Materials Gateway for Creo
Matereality
Online Materials Information Resource - MatWeb
Here are some other threads which contain materials:
Creo Materials Library
Materials.rar
PTC response:
Material database
metal_aluminium_5052.mtl
metal_aluminium_6061.mtl
metal_aluminum_aa2014.mtl
metal_aluminum_aa2024.mtl
metal_brass.mtl
metal_bronze.mtl
metal_copper.mtl
metal_low_melting_point_alloy.mtl
metal_steel_high_carbon.mtl
metal_steel_low_carbon.mtl
misc_cardboard.mtl
misc_medium_density_fiberboard.mtl
misc_water.mtl
plastic_abs.mtl
plastic_acrylic.mtl
plastic_hdpe.mtl
plastic_hips.mtl
plastic_ldpe.mtl
plastic_nylon_6.mtl
plastic_pet.mtl
plastic_polypropylene.mtl
plastic_polystyrene_foam_depron.mtl
plastic_polyurethane_molded.mtl
plastic_polyurethane_ureol.mtl
plastic_ptfe.mtl
plastic_pvc.mtl
rubber_silicon.mtl
wood_american_beech.mtl
wood_american_mahogany.mtl
wood_american_pine_wood.mtl
wood_american_white_oak.mtl
wood_balsa.mtl