I draw the line at: if it comes directly from a plant or animal without processing of any kind it's natural.
Of course there are chemicals in everything, when I say chemical, I mean manmade or in some way modified by man. (like pasteurization, homogenization, etc.)
So..
One COULD argue cigars themselves are then unnatural. But, they do age if left in nature, so it's not that far off from natural. The leaves aren't added to or taken from deliberately as far as I know of, just stored and let sit to do their thing.