The transition metals Pd and Pt have, in bulk, approximately the same nearest neighbor distance as tungsten, so that ultrathin Pd or Pt films can be grown on W substrates without creating significant strain. In the present work we study ultrathin Pd and Pt films on the atomically rough W(211) surface by first-principles density-functional theory (DFT) methods. Previous experiments, summarized here, have shown that in films thicker than 1 physical monolayer (PML), tungsten atoms of the substrate diffuse into the film to create alloys. Both to confirm the alloy formation from theory and to help characterize the alloys we present studies of Pd and Pt films with included W atoms. The DFT results allow us to indicate the energetically preferred alloy structures.