The stair objects and stairs created by Stairmaker (which are you using?) have limited railing options - more with Stairmaker than with the built-in-stairs, though.
Also, they do not support continuous railings to landings, mezanines, etc - you have to model the landing railing object separately and do tricks to get them to join (Morph, etc). This is a relatively common question, and there are other threads here - but I couldn't find one quickly with a good workaround tutorial for you.
ArchiStair, part of Cigraph's ArchiSuite tools, lets you create custom railings, and lets them continue onto custom landings/etc as you wish:
http://www.cigraph.it/en/node/309
I believe that Cadimage's Stair add-on lets you do the same:
http://www.cadimage.com/Products/Tools/Stairs
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