One series of books for English from the late 1970s to mid 1980s was Streamline English by Bernard Hartley and Peter Viney, published by Oxford University Press and now out of print. It consisted of volumes titled Departures, Connections and Destinations. The series was created for use in classrooms rather than for self study. (This series was for British English; apparently, there was also an American version: American Streamline.) Our English classes were entirely in English from the very beginning.
My first German textbook was volume 1 of Deutsch für junge Leute by Roland Schapers and published by Verlag für Deutsch. This book was entirely in German. It was part of a series of books for use in classrooms, not for self study.
One of the series of books we used for French, Feu vert au français, was also entirely in French except for a vocabulary list at the back of the book.
For a Spanish example, see Nuevo Ven 1, published by Edelsa in Spain. You can't preview the book on Edelsa's website or on Amazon, but one of the reviewer comments on Amazon.com says:
Native English speakers tend to freak out over a book like this, but the fact is that in Europe the majority of school foreign language textbooks don't have a word of the student's native language written in them. The idea is to build the skills you'll eventually need during total immersion in the language.
And yes, another reviewer complains:
This Spanish book is TERRIBLE. There is not one word of English to explain anything that needs to be explained, therefore the book can only be as useful as your lecturer is.
These are all books for classroom use. The Natural Approach is a language teaching approach, not a self-learning approach.