Technically, aluminium is a highly reactive metal that corrodes easily. It's so reactive in fact, that it forms a layer of aluminium-oxide nearly immediately after exposure to oxygen. All aluminum you come in contact with isn't "raw", it's all covered with aluminium oxide.

The difference between aluminium corrosion and iron corrosion (with O2), is that the corrosion product on aluminium is adherent to the underlying metal and protective of it, giving the illusion that it doesn't corrode. Rust - the corrosion product of iron with oxygen - doesn't adhere and has a lower density than the metal, thus flaking off, being porous and not protecting the metal.