Do hydrocarbons occur naturally in any substance other than crude oil?
Yes, tens of thousands. Hydrocarbons are part of crude oil because crude oil is the detritus of what were once living organisms; many of the molecules involved in life are hydrocarbons. In addition, hydrocarbons form abiotically under a wide variety of conditions, including in clouds of dust, gases and ice in space. Hydrocarbons are found almost everywhere.