This article uses iron oxide/alumina heterostructures formed by two-step infiltration of polystyrene-block-polyvinyl pyridine block copolymer with iron and aluminum precursors from the solution and vapor-phases, respectively, to show that the phase and morphology of iron oxide nanoparticles dramatically depend on the approach used to remove the polymer. The article extends the boundaries of structure manipulations in multicomponent heterostructures synthesized using polymer infiltration synthesis and their properties.