There are seven naturally occurring diatomic molecules. What are they?

Well, five of them are gases, one a liquid, and one a solid at `25^@ "C"` and `"1 atm"`. But if you mean which ones actually are found as such,

• `"N"_2` and `"O"_2` are found in the air (`78%//21%`), as we know.
• Most hydrogen on Earth is found in compounds (e.g. water), and in its atomic or plasma form, although stars and gas giant planets contain plenty of `"H"_2`.
• Fluorine is typically found in minerals as the fluoride anion, such as `"CaF"_2`. Supposedly, there may be trace `"F"_2` in there...
• Chlorine is typically found as the anion in `"NaCl"`, and occasionally in minerals in nature.
• Bromine is typically found also as an anion in a mineral halide salt, i.e. `"NaBr"`, etc.
• Iodine typically is found in sea water and oceans as iodate or iodide, but never `"I"_2`.

The five gases are `"H"_2`, `"N"_2`, `"O"_2`, `"F"_2`, and `"Cl"_2`, while the liquid is `"Br"_2` and the solid is `"I"_2`. To prove it, here are their respective boiling points at `"1 atm"`:

`T_b(H_2) = -252.9^@ "C"`
`T_b(N_2) = -195.8^@ "C"`
`T_b(O_2) = -183.0^@ "C"`
`T_b(F_2) = -188.1^@ "C"`
`T_b(Cl_2) = -34.04^@ "C"`
`T_b(Br_2) = 58.00^@ "C"`
`T_b(I_2) = 184.2^@ "C"`

You should be able to say why these show that the molecule is a gas, liquid, or solid at room temperature, i.e. for which of these is `T_b > 25^@ "C"` (if so, we have a liquid), etc.