I didnt read all, Im in the laser optics field, and it does indeed occur in nature. Its called random lasing, and we also try to do it with randomly deposited nanoparticles in thin film layers. This makes a cavity a non necessary thing for a laser.
There are stars that do this all the time, and due to their huge size if you have a photon that starts in the middle of the star, at the star surface u get a quite powerful laser.
Ill try to find a few papers on it and I'll edit this post with a link to them.
*EDIT*
Here is a quite good article in Nature, after they published a paper on random lasing:
http://www.nature.com/nphys/journal/v9/n6/full/nphys2635.html?WT.ec_id=NPHYS-201306
It has several references that you can follow to find more about it (like they said, in mars, stellar gases and other stars)
*2nd EDIT*
I noticed that you asked if lasers are the only coherent light sources. Actually any light source can be made coherent with selectiveness. After you pass the light from a normal lamp through a slit, the light coming out of the slit is spatially coherent, meaning you can perform interferometric experiments. Think it like this, in the beginning of the 20th century there were lots of experiments using coherent light (interferometers) to measure the light speed, the ether, and many other things. They used, most of the times, candles or rude incandescent light bulbs. With the invention of the laser it was just possible to start having sources with higher and higher coherence, both in the time and spatial domain
better article on wikipedia on coherence (all sources, not only electromagnetic):
Coherence in Physics
4th edit xD : Most proeminent naturally occuring coherent light is the light from stars. We are so far away that the light that reaches us has a very high spatial coherence, even for several hundreds of meters apart. I cant remember quite well now, but it was with a kind of interferometer that was several meters apart, getting star light (even before the invention of the laser) that they measured the distance of the earth to a star or its radius or one of this astronomically huge distances.