Step 1: Recall the definition of an alloy.
An alloy is a mixture of two or more metals, or a metal with one or more non-metals, that are intimately mixed at the atomic level. Alloys are created to enhance certain properties of the base metal, such as strength, hardness, or resistance to corrosion.
Step 2: Analyze each of the given options.
\begin{enumerate}
\item Constantan: This is an alloy typically consisting of 55\% copper and 45\% nickel. It is known for its constant electrical resistance over a wide range of temperatures.
\item Manganin: This is an alloy typically consisting of 86\% copper, 12\% manganese, and 2\% nickel. It is also known for its low temperature coefficient of resistance and is used in precision resistors.
\item Nichrome: This is an alloy typically consisting of 80\% nickel and 20\% chromium. It has high electrical resistance and can withstand high temperatures without oxidizing, making it suitable for heating elements.
\item Iron: This is a chemical element with the symbol Fe and atomic number 26. It is a metal in its pure form. While iron is a component in many alloys (like steel, which is an alloy of iron and carbon), iron itself is not an alloy.
\end{enumerate}
Step 3: Identify the substance that is not an alloy.
Based on the definitions and compositions, iron is a pure metal and not an alloy. Constantan, manganin, and nichrome are all alloys.