A twin roll caster (11) produces thin steel strip (12) which passes through a first enclosure (37) to a pinch roll stand (14) including pinch rolls (50) through which the strip passes into a second enclosure (61). The strip passes horizontally through enclosure (61) to an in-line hot rolling mill (16) which closes the exit end of enclosure (61) and hot rolls the strip as it exits that enclosure. Enclosures (37) and (61) are sealed against ingress of atmospheric air and both maintain oxygen levels less than the surrounding atmosphere to reduce formation of scale on the strip. The second chamber (61) is fitted with water spray nozzles (67, 68) operable to spray fine mist of water droplets onto the upper face of the strip as it passes through that enclosure thereby to generate steam producing a superatmospheric pressure within the enclosure preventing ingress of atmospheric air.