If you can believe wikipedia (I do take their stuff with a grain of salt), baking soda definitely does occur in nature. http://en.wikipedia.org/wiki/Sodium_bicarbonate
"Sodium bicarbonate or sodium hydrogen carbonate is the chemical compound with the formula NaHCO3. Sodium bicarbonate is a white solid that is crystalline but often appears as a fine powder. It has a slightly salty, alkaline taste resembling that of washing soda (sodium carbonate). It is a component of the mineral natron and is found dissolved in many mineral springs. The natural mineral form, nahcolite, is found in dissolved form in bile, where it serves to neutralize the acidity of the hydrochloric acid produced by the stomach, and is excreted into the duodenum of the small intestine via the bile duct. It is also produced artificially.
"Since it has long been known and is widely used, the salt has many related names such as baking soda, bread soda, cooking soda, and bicarbonate of soda. In colloquial usage, its name is shortened to sodium bicarb, bicarb soda, or simply bicarb. The word saleratus, from Latin sal æratus meaning aerated salt, was widely used in the 19th century for both sodium bicarbonate and potassium bicarbonate. The term has now fallen out of common usage."
While it is cheaper to produce baking soda artificially, there are natural deposits where it is mined:
"Naturally occurring deposits of nahcolite (NaHCO3) are found in the Eocene-age (55.8–33.9 Ma) Green River Formation, Piceance Basin in Colorado. Nahcolite was deposited as beds during periods of high evaporation in the basin. It is commercially mined using in-situ leach techniques involving dissolution of the nahcolite by heated water that is pumped through the nahcolite beds and reconstituted through a natural cooling crystallization process."
Just for fun, here are 60 uses of baking soda: http://www.i4at.org/lib2/60soda.htm
Since tomorrow is July 4, how about celebrating the occasion? http://www.youtube.com/watch?v=YqEK5ECcsDo