Most materials are "diamagnetic" and actually repelled by magnetic fields. A classic demonstration is the levitation of a frog by "diamagnetic levitation".
Some materials are "paramagnetic" and weakly attracted by magnetic fields.
"Ferromagnetic" materials are stongly susceptible to magnetic fields and are attracted by them. The most common ferromagnetic materials are Iron, Nickel and Cobalt.
This page has a good breif explanation:
http://www.ndt-ed.org...ics/MagneticMatls.htm