Sure, it varies. For example, molar heat capacity at constant pressure of iron changes from 21,59 J/(molK) at 200 K to 2,15 J/(molK) at 300 K, and to 32,05 J/(molK) at 600 K, according to CRC Handbook of Chemistry and Physics.
The variation of specific heat with temperature for different steels can also be found in the book entitled "Heat Treater's Guide" published by ASM International.