There are plenty of "natural" ponds that are stagnant and not filtered. The difference is that they have to be stocked much more lightly. For a 500G pond with a good filter, you could have 5-6 long bodied goldfish with no problem... maybe 10 if heavily planted. For the same pond with no filter, it would be quickly polluted with that kind of bioload. You'd have to keep it down to 2 long bodied goldfish. Now, if you have enough plants... and I mean heavily planted, it would help but it would never be able to handle the same bioload of a filtered pond.
For a small pond, you can get a pond fountain or waterfall kit and build a DIY pre-filter using the instructions on my blog, for around $10.00.. plus the cost of the fountain kit. Go to my blog in my sig and then on the right, there is a link for DIY Pond Filter. It would not be as good as an external filter but it would keep your fountain/waterfall pump clean and running good and provide a decent amount of mechanical and biological filtration.