Not all plastics can be CNC machined. However, one thing to note is that the more rigid a plastic is, then, the easier the better machinability it has. On the contrary, the softer and more flexible the plastic, the less suitable they are for machining. In the world of machining, there are about a few different types of plastics that respond well to machining. These plastics include, but are not limited to:
Polycarbonate or PC
Acrylonitrile Butadiene Styrene or ABS
Nylon 66
Polyetheretherketone or PEEK
Polytetrafluoroethylene or PTFE
Ultra-High Molecular Weight Polyethylene (UMHW)
And many others
These are the most common types of plastics and thermoplastics that are commonly machined and worked on.