The Oklo reactors

http://chemed.chem.purdue.edu/genchem/topicreview/bp/ch23/fission.php

The first artificial nuclear reactor was built by Enrico Fermi and co-workers beneath the University of Chicago's football stadium and brought on line on December 2, 1942. This reactor, which produced several kilowatts of power, consisted of a pile of graphite blocks weighing 385 tons stacked in layers around a cubical array of 40 tons of uranium metal and uranium oxide.

But preceding this by billions of years is the Oklo reactor discovered in Gabon, Central Africa, in 1972. The sustained chain reaction of this naturally occurring uranium deposit was mediated by water, which would decelerate ambient neutrons to fission appropriate speeds, and boil away when the reaction became too hot. The length of reaction has been calculated as approximately two-and-a-half hours per interval.

While other Uranium deposits have sufficient fuel to create a reactor, only the Oklo deposits have had the neutron moderation necessary to become active.