There are two ways in which we take things to be natural: either because a) something has become so normal, so commonsensical, so taken for granted, that it has become naturalized, or b) the object is considered natural, from nature, the stuff of the life sciences. Let's work through two examples to address this question: first, the state-citizen relationship, and secondly, the idea of wilderness.
Nationalities have become naturalized identity categories because power (on the world stage) is organized in the form of nation-states. Although we are born as citizens of particular countries as opposed to others and carry this designation with us, constitutively as part of our selves, whether we wear it proudly or implicitly, this mode of being in the world - as citizens - is a historical effect of the socially constructed idea of the nation-state that became universalized (as the only legitimate mode of organizing politics) through both rationalization and brute force.
In terms of wilderness, we can think of the way objects understood to be natural, such as national parks, are also the product of social constructions. To begin with, national parks or places of wilderness are produced through state policies that designate particular parcels of land for particular social purposes (site-seeing, hiking, taking pictures, camping, etc) accessible to those who have the time and money to escape their everyday lives (in the non- natural world). Moreover, to create wilderness as a space that is completely "natural," there cannot be human inhabitants or settlements. Thus, the bordering of places deemed natural can also be understood as socially constructed through the policies that removed all of the indigenous populations that supposedly "contaminated" the purity or authenticity of wilderness. So, even the idea of nature - as juxtaposed with the social and the human - is a socially constructed conception that has its origins in Western philosophical thought.