Sorry Frittzer, no iron oxide in an electrolytic cell that contains no iron..
Couple reason it may show up with stainless-steel electrodes are:
You live in the country and your well water has alot of iron..
Your SS wire is submerged and corrodes..
Stainless-steel isn't actually stainless, and some types are hardly stainless at all..
If you're using lead electrodes then you're getting primarily PbO2 plating at the anode while H2 is evolved at the anode.. PbO2 is black, but with traces of PbO, Pb3O4, and a few others it looks alot like a mixture of iron(II), and iron(III) oxides..
On a side note, be careful with lead precipitates.. Signifigant amounts can transfer to your hands etc, and lead poisoning is a cumulative thing..