Cast iron burns, but not easily because of its higher impurity content. A sweeping motion of the torch or a flux is required to cut it. Aluminum on the other hand oxidizes readily, even in air at room temperature. But the aluminum oxide film that forms, while thin, is very hard and does not melt. It stays where it was created, blocking the oxygen flow from doing any cutting.
Titanium is an exception.
It reacts readily with oxygen and can be flame cut easily using conventional equipment. It also produces a huge amount of whitish smoke. Metals which cannot be flamecut with oxygen require a plasma torch, which cuts using a powerful constricted electric arc and high velocity gasses. Arc temperatures are literally hotter than the sun, and the metal is blasted into fine particles. This is not a true combustion, but it works on any material that conducts electricity.