Firstly, what are baby "toys"? "Toys" are merely tools of play that babies find fascinating and parents find safe. And babies rarely find "baby toys" fascinating, and many are not actually safe! The best "toys" I've found are not really toys at all. For example, just taking my son out into the yard gives him lots of fascinating "toys" in the form of grass, dandilions, rocks, bugs, and sticks. It doesn't get any more natural than that (assuming that you don't spray your yard, and why would you if you're trying to parent naturally?). If you want to encourage a more natural lifestyle, the best place to start is in the outdoors! Children love creating rock gardens, babies love looking at (and eating) flowers, and it's quite therapeutic for mom to walk barefoot in the grass as well.
No need to buy expensive organic wooden teething rings, just strip bark off a short, stout branch and let the kid chew! (Make sure you know what kind of tree it is and that it's edible and not sprayed) Or, I've found, rhubarb stalks work wonders for this purpose. So do frozen bananas (or other fruit. Experiment!) and cold, wet washcloths. Cloth toys are easy to make if you know how to sew basic stitches, just buy a yard of organic cloth and sew it (or tie, tightly, making sure there is no extra string) closed around a ball, rice, beans, newspaper, cardboard cut outs, or whatever else you can find that's interesting and edible. Take a page out of your great-grandparent's history and make corncob dolls or gourd dolls. Let your older baby rip apart old newspapers. Build cardboard-box and bedsheet tunnels and "forts." Be creative!
Bath toys are easy to find around the house. Anything that holds water will do, especially measuring cups. Pots and pans and simple stacking blocks are great for figuring out how to make noise, stacking, and bringing things in and out of containers. These things are not expensive!
Books are especially useful to have. I think 70% of my sons' belongings consist of books. (And most are hand-me-downs.) When he was tiny, I could show him the pictures. As he started exploring, he could put the board and cloth books in his mouth. Now, he loves flipping through the pages and looking at the pictures. In the future, he can learn to read them. At the moment, I like reading them and pointing to the pictures. They are a good investment to say the least! Who knew books would be so versatile?
By all means, buy a few organic toys to put in the car and the crib. But save yourself and your wallet some stress and find or make your own "natural" baby toys.