Natural Zeolites are crystalline aluminosilicates with very particular properties, both physical and chemical, such as reversible water adsorption, ion exchange without modifications in their structure, and the adsorption of molecules, acting as a molecular sieve. In the present work, a review of the main applications of Natural Zeolites (ZNs) has been carried out. Essential topics have previously been introduced to understand the nature of ZNs, from their discovery, origin, and main properties; the primary deposits worldwide are also mentioned. The importance of these materials has been increasing over time due to the wide variety of applications implemented, thanks to the creativity and ingenuity of researchers. From ion exchange (II) and adsorption applied to the removal from water of heavy metals, ammonium ion, arsenic, fluorine, etc., to applications in Agriculture (fertilizers, animal nutrition, soil amendment), (the development of agribusiness generates substantial amounts of wastewater). In Medicine (disinfection for Escherichia coli, mycotoxins, bacteria, and antiviral, among others), in Catalysis, Space Project, etc. The above justifies the name that Mumpton gave to the ZNs: “The magic rock.” This review shows some summarized examples and provides other references on each topic. Innovative applications continue to be obtained in the literature, and this “mini-review” is hoped to be helpful.