After a pretty bad storm, we had a pile of tree branches laying around in our backyard just asking to be transformed into a fun, natural toy. So, I (actually my husband because I should never touch a chainsaw) sliced a few branches of various diameters to be turned into building blocks. These mini-stumps are as open-ended and nature-based as you can get and were way bigger hit than any store bought building blocks have ever been around here.
My three year old did a lot of pretend play with them - first making a huge sandwich with lots of toppings (lettuce, tomato, pickles, etc). Then, he layed them all out on a baking sheet and pretended they were cookies. And of course, stacking...because what boy doesn't want the challenge of stacking something super high without it tumbling down.
The pieces are all different sizes and uneven, prompting some careful consideration, like only three year olds can do. His little wheels were turning about which pieces to place first and how to keep them balanced. My little girl enjoyed some stacking but mostly, knocking down the towers her big brother worked so hard on. It wasn't long before my five year old got in on the action and a "who can stack the highest tower" contest erupted.
The options for these are endless. You could paint letters on them for spelling, numbers for counting, or colors for sorting. You could create "story stones" by drawing pictures on them. Or, use them as little canvases and let your kids create mini pictures on them. They could be incorporated into a hands-on lesson about ordering - from biggest to smallest or shortest to tallest.
And, they're totally free. You can't argue with that.