Strong coupling between various kinds of material excitations and optical modes has recently shown potential to modify chemical reaction rates in both excited and ground states. The ground-state modification in chemical reaction rates has usually been reported by coupling a vibrational mode of an organic molecule to the vacuum field of an external optical cavity, such as a planar Fabry-Perot microcavity made of two metallic mirrors. However, using an external cavity to form polaritonic states might: (i) limit the scope of possible applications of such systems, and (ii) be unnecessary. Here we highlight the possibility of using optical modes sustained by materials themselves to self-couple to their own electronic or vibrational resonances. By tracing the roots of the corresponding dispersion relations in the complex frequency plane, we show that electronic and vibrational polaritons are natural eigenstates of bulk and nanostructured resonant materials that require no external cavity. Several concrete examples, such as a slab of excitonic material and a spherical water droplet in vacuum are shown to reach the regime of such cavity-free self-strong coupling. The abundance of cavity-free polaritons in simple and natural structures questions their relevance and potential practical importance for the emerging field of polaritonic chemistry, exciton transport, and modified material properties.