I'm certain that all metals are flammable if you try hard enough, because all it takes is oxidation. Quite a number of them can burn in a self-sustaining manner in terrestrial conditions, though, mostly provided if and only if you manage to have enough surface area of the stuff available in one place. Powdering them usually works for that. Or, if you'd like to watch some iron burn, a fun science fact is that you can light a wad of regular old steel wool like the kind you'd buy at the grocery store as if it were a cotton ball. The finer sized the better, and you should probably also do this outside.