No scale is naturally occurring, but some have originated as a result of natural phenomena such as the harmonic series.
The best example is the pentatonic scale. It is found in almost every culture and corner of the world dating back to prehistory (not sure about Australian Aboriginal music, though - I'd be interested to know if it occurs there too.)
Occurring independently among diverse ancient cultures suggests that the appeal of its note relationships is due to mankind's musical awareness being conditioned by the naturally occurring harmonic series present in all musical tones.
Of course it wasn't a scale at first, it was just an appealing series of five note relationships that could make pleasing melodies. It wasn't a scale until musicologists on noticing that there were only five note relationships used in their music, put the notes in order of pitch and called it the pentatonic scale.
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