Why is some iron materials non-magnetic while other iron materials are magnetic?
In pure iron, the magnetic domains can be moved around fairly easily by an external field, and will tend to stay pointed in the new direction after the external field is removed. However, in some iron alloys, such as surgical steel, the other atoms in the mix nail down the magnetic domains more tightly so that they can't realign, and they retain the random orientations assumed when the metal cooled down. This is why the steel ring I wear doesn't stick to the 1 Tesla magnet I use in classroom demos, for instance. Even these alloys are generally paramagnetic, and will be weakly attracted by a magnet, but not enough so you'd notice. Or be able to measure without really good equipment.