When aluminium is ignited in atmosphere, will it form only aluminium oxide or also aluminium nitride? We know when lithium is burnt in air, it forms lithium nitride and lithium oxide. I am wondering if this applies to aluminium (other metals) also?
According to the paper by Gromov and Vereshchagin [1], it is indeed formed when burning aluminium, but you could have predicted this simply by considering the standard enthalpy of formation of aluminium oxide $\Delta_\mathrm{f}H^\circ (\ce{Al2O3}) = \pu{−1675.7 kJ/mol}$ which will be liberated upon ignition and this energy helps in breaking the strong nitrogen-nitrogen triple bond (bond energy is $\pu{−945 kJ/mol})$ and finally this would form aluminium nitride, which also produces some energy (standard enthalpy of formation is $\pu{−318 kJ/mol}),$ but the combustion here is not a simple one it requires high temperature as mentioned in the paper, I think this is to sublimate $\ce{Al2O}$ which will react with nitrogen and give rise to aluminium nitride. 

As HYDR0GEN stated, this combustion isn't simple like throwing a match on aluminium sheet, it needs high temperature. According to the work by Trunov et al. [2, p. 38], as the size of aluminium particles decrease the needed temperature for combustion decreases and that's why researchers who wrote the paper used superfine aluminium powder:


  
  Figure 5. Experimentally determined temperatures of aluminum
  ignition as a function of the used sample size.


References


Gromov, A.; Vereshchagin, V. Study of Aluminum Nitride Formation by Superfine Aluminum Powder Combustion in Air. Journal of the European Ceramic Society 2004, 24 (9), 2879–2884. DOI: 10.1016/j.jeurceramsoc.2003.09.020. (PDF)
Trunov, M. A.; Schoenitz, M.; Dreizin, E. L. Ignition of Aluminum Powders Under Different Experimental Conditions. Propellants, Explosives, Pyrotechnics 2005, 30 (1), 36–43. DOI: 10.1002/prep.200400083.