We report here a systematic synthesis and characterization of aligned alpha-Fe2O3 (hematite), epsilon-Fe2O3, and Fe3O4 (magnetite) nanorods, nanobelts, and nanowires on alumina substrates using a pulsed laser deposition (PLD) method. The presence of spherical gold catalyst particles at the tips of the nanostructures indicates selective growth via the vapor-liquid-solid (VLS) mechanism. Through a series of experiments, we have produced a primitive "phase diagram" for growing these structures based on several designed pressure and temperature parameters. Transmission electron microscopy (TEM) analysis has shown that the rods, wires, and belts are single-crystalline and grow along < 111 >(m) or < 110 >(h) directions. X-ray diffraction (XRD) measurements confirm phase and structural analysis. Superconducting quantum interference device (SQUID) measurements show that the iron oxide structures exhibit interesting magnetic behavior, particularly at room temperature. This work is the first known report of magnetite 1D nanostructure growth via the vapor-liquid-solid (VLS) mechanism without using a template, as well as the first known synthesis of long epsilon-Fe2O3 nanobelts and nanowires.