This study, "Nonpharmacologic approaches to relieve labour pain and prevent suffering" demonstrated the evidence that exists for natural pain relief in labour.
This includes baths, intradermal water blocks (sterile water injections), and maternal movement and positioning.
During my own labour, I managed labour pains and discomfort with heat packs, hot showers and baths. I also relied on movement and positioning to ease the pain.
I used Calmbirth relaxation and breathing techniques which I found to be very helpful alongside aromatherapy and music. Sterile water injections helped immensely with my back pain (highly recommended!) My birth partner massaged my back throughout the contractions and I had continuous labour support.
After a very positive labour experience, I would highly recommend the combination of all of these techniques if you would like to birth naturally.
Ref: Simkin & Bolding, Journal of Midwifery & Women's Health, 2004, 49: 489-504.