Once you start looking, you'll see that Poe uses a ton of natural imagery in "Ulalume." There's that big part about the volcano, but also a pretty detailed look at the crazy landscape. More importantly, be sure to check out how nature and the speaker's thoughts and feelings seem to be connected. In "Ulalume," the boundary between the inside (the mind and soul) and the outside (the natural world) is pretty blurry.
The supernatural characters in the poem (e.g. Psyche, Astarte, the ghouls) provide a link between the human and the natural worlds. They create a bridge between the speaker's thoughts and feelings and the world around him.
The tomb is set apart as the only completely non-natural thing in the poem. This creates an important division between the sympathetic natural world and the cold, hard reality of human life.