It is the molten aluminum that immediately reacts with oxygen in the air to form aluminum oxide. This is why aluminum was more expensive than silver in the early days. Aluminum ore is common, but requires a lot of heat to prevent it from turning into oxide again.
This is why large amounts of electricity are used to refine aluminum. When electricity is applied, molten aluminum accumulates on the cathode, while oxygen accumulates near the anode. You do this in a nitrogen atmosphere.
Aluminum strips, foil or cans always have a layer of oxide, but this protects the aluminum underneath from coming into contact with more oxygen.
