I've ridden both steel forks and carbon forks. Carbon fiber will damp vibrations much, much more than aluminum forks, which used to exist but are AFAIK very rare - they only existed as a lighter alternative to steel forks. When carbon came on the scene, they went away.
I've searched for evidence, but I can't quite seem to find much that specifically addresses vibration damping in steel vs carbon forks.
There is some discussion of steel vs carbon rigid forks on the Singletrack forum here, and more on Bikeforums, but neither thread appears to be conclusive. Ibis bikes have a good primer on materials properties for carbon, steel, titanium, and aluminum, and the carbon page gets at what @Chris H said - carbon can be tuned in a lot of ways. It can be made rigid in one direction but more compliant in another. That said, there are a wide range of steel tubes that vary in diameter and wall thickness that can also tune the ride.
I will say that I don't think that this conventional wisdom is necessarily true. Bikes are complex objects, and there are a lot of aspects apart from fork material that damp vibrations - e.g. your tire size and pressure, your stem, your bar tape, your gloves, the rest of the frame. I have a road and a CX bike with steel forks, and I love them, but I also raced a season on a carbon Giant TCR in about 2005, and it was a good ride. The frame and fork did damp vibrations considerably. You are probably better off test riding whatever bike it is you're interested in. Carbon fiber is much stronger than it maybe used to be, and it is unquestionably lighter than a steel fork, so I wouldn't hesitate to get a carbon fork if you like the overall bike.