Most nails are made of steel. Aluminum, copper, brass, bronze, stainless steel, nickel silver, monel, zinc, and iron are also used. Galvanized nails are coated with zinc to give them added corrosion resistance. Blued steel nails are subjected to a flame to give them a bluish oxide finish that provides a certain amount of corrosion resistance. So-called cement-coated nails are actually coated with a plastic resin to improve their grip. Some brads are given a colored enamel coating to blend in with the color of the material they are fastening.

Source: http://www.madehow.com/Volume-2/Nail.html

But no mention of keratin nails! What a woefully incomplete reference :)

Still unclear what is meant by "iron". I mean, low carbon steel is iron with some trace impurities. Cast iron? Nails aren't cast, besides it's brittle and less prone to rust than low carbon steel.

Usually wrought iron, not cast iron. I have a blacksmith friend who made a large amount of iron nails when he was starting the trade, since it was good practice. He still makes them in demonstrations at Ren Faires. They're still used occasionally for horseshoes apparently, though that market from what I know has been using more and more mass-produced steel instead.

By iron I mean whatever dissolves easiest. Some metals will be very rusty after two weeks in water.