Iron golems heal from magical fire attacks from spells and spell-like abilities, but alchemist bombs are a weapon that deals fire damage (whose creation is supernatural in nature).
Does that mean that all those golem immunities do nothing against the alchemist bomb?
I'd say the healing from fire damage thing would still work. The "magical" part has been used since 1st edition to mean supernaturally hot.
However, bombs of any other energy would work just fine on it. Probably should drop the CR of a golem for any party with an alchemist.