Chromoly is an alloy steel, not a stainless steel. 4140 is a fairly common chromoly steel for gunmaking applications.
Plain carbon steels are those which have carbon as their main alloying constituent. Alloy steels are those which have other metals added into the alloy such as chromium, molybdenum, nickel, etc. Often, the term carbon steel is used to refer to any steel that isn't stainless, including alloy steels.
Stainless steels are those that have a minimum of 11% chromium by mass. For comparison, the above-mentioned 4140 contains only 0.8-1.1% chromium, as well as 0.15-0.25% molybdenum by mass.