A, industrial catalytic oxidation of ammonia, using chromium trioxide as catalyst, the catalytic effect is good, which accords with the fact of industrial production, so A is wrong;

B, in the laboratory, copper as a catalyst can oxidize ethanol into acetaldehyde, which is in line with the actual situation, so B is wrong;

C, synthetic ammonia industry, usually use iron catalyst as catalyst, the catalytic effect is good, the price is low, in line with the actual situation, so C is wrong;

D, because platinum-rhodium alloy is expensive and easy to be poisoned, and vanadium pentoxide has ideal activity, thermal stability and mechanical strength, and its price is cheap, and vanadium catalyst is widely used in industry, so D is correct;

So choose D.