The remnants of nuclear reactors nearly two billion years old were found in the 1970s in Gabon, Africa. These reactors are thought to have occurred naturally. No natural reactors exist today, as the relative density of fissile uranium has now decayed below that needed for a sustainable reaction.
U-235 has a shorter half-life than U-238 so the relative abundance goes down over time even without fission. The low natural abundance is why reactors either need enriched uranium or heavy water as a moderator.