The natural horn was the kind of brass instrument that all were, before valves as gugliel said. Also, in the case of the horn (as opposed to natural trumpets) the player would use his hand in the bell to modify the pitch slightly, allowing semitones not accessible from the natural overtone series which is available in all brass instruments. This is similar to stopping the horn, though was like a "half-stopping" in order to create a brief passing tone to a regular available tone. These horn players would have to carry around with them all the crooks needed to jam into their horns and change its key, then use these slightly hand-modified (and not very in tune) notes for passing tones.
Also it should be noted the horn was able to accomplish this partly because its most used range was the equivalent of the clarino trumpet range - a relatively high range with many overtone partials that are almost scale tones. The diabolically difficult natural clarino trumpet (featured for example in the famous Bach Brandenburg concerto) did what it did by the player being able to shift with lips alone the naturally out of tune partials to represent a tempered scale.
You can hear the difference in sound (and intonation) in many recordings today that feature period instruments. Roger Norrington has done some great recordings with natural brass instruments in the orchestra.
