Radials have an aluminium crankcase, steel cylinder barrels, and aluminium heads.Modern (for WWII) liquid cooled engines, like a Merlin, used aluminum crankcases and cylinder blocks (with steel sleeves). Something like an R-2800, will have steel cylinders (with aluminum bands) to better handle the increased cylinder head temperature of the air cooled engine. My understanding is that the crankcase will also be steel, but perhaps I am mistaken
As well as being lighter, aluminium transfers heat more efficiently than steel, which is why its used in the head.