Most 3D printed parts have a telltale texture resulting from the layer-by-layer deposit of material. The same goes for many milled/CNCed parts bearing evidence of tool marks. Once you've seen and held enough, it's relatively easy to identify whether a given part was printed, cast, milled, lathed, etc.

I say most because there are finishing methods which can largely obscure these details and make it less obvious as to which method produced a given part.