Did you always have to train pets for litter box?

I have two cats and I never had a problem with this. They both used the litter box since they came into my house, even though they were both kittens that previously lived outside. I guess it's natural for them to find a place to bury their "mess", and since I don't have any potted plants inside, they didn't have any other choice. The worst experiences I heard with cats is them not using their litter box the first few times, it's very easy to get them to use it. As for dogs, rabbits and similar animals, I've heard of people training them to go in the same place indoors every time, but never in a litter box. It doesn't come naturally for them to bury their "mess", and maybe they don't even like the feel of litter on their paws. People usually place papers or diapers on the place meant for that, and teach them to go there.