Depends... what kind of rolling stock?
Most Athearn, Accurail, or other "simpler" kits can be dissassembled enought to get the weight inside, if there is room. Box cars, reefers, some covered hoppers, and some tankers are easy enough.
For open cars like gondolas or hoppers, the easy answer is to add a load of some sort. Scrap, pipe, wheels, coiled steel, etc in gons, coal or aggregates in hoppers. Flat cars are a challenge, although covered (tarped) machinery, lumber, or crates offer opportunities to hide weight.
The hardest car to weight properly is probably the empty flat. You can adda false deck, or a cast metal deck, but that may add noticable "thickness". If the underside is noot overly detailed, you may add weights there, or fill in between the centre "spine" if there is one. Changing to metal wheels and couplers adds a few grams...!
Hope that helps.
Andrew