"It's a device for making pictures quickly," said Twoflower. "Quite a new invention. I'm rather proud of it but, look, I don't think these gentlemen would—well, I mean they might be—sort of apprehensive? Could you explain it to them? I'll reimburse them for their time, of course." "He's got a box with a demon in it that draws pictures," said Rincewind shortly. "Do what the madman says and he will give you gold." (1.8.66-67)
As the story goes, when the camera was first introduced, people thought it was a demonic invention that stole your soul. Discworld is the kind of place where our impossible becomes very possible. Sure, the camera still doesn't steal souls, but that whole demon thing proves spot on.
Even a failed wizard knew that some substances were sensitive to light. Perhaps the glass plates were treated by some arcane process that froze the light that passed through them? Something like that, anyway. Rincewind often suspected that there was something, somewhere, that was better than magic. He was usually disappointed. (1.12.5)
On the other hand, the things that are possible in our world, such as how cameras actually work, don't pan out. Instead, the supernatural explanation is best.
"Can't tell you. Don't really want to talk about it. But frankly," he sighed, "no spells are much good. It takes three months to commit even a simple one to memory, and then once you've used it, poof! It's gone. That's what so stupid about the whole magic thing, you know." (1.15.41)
Most readers probably imagine that magic would make life pretty swell. How many people read Harry Potter and the Goblet of Fire and thought, "Yeah, I go could for apparition. It'd make my commute way easier." But The Color of Magic points out several instances where magic wouldn't make life any easier, and if anything, for every problem magic solves, it just causes another.
[Rincewind] tried to explain that magic had indeed once been wild and lawless, but had been tamed back in the mists of time by the Olden Ones, who had bound it to obey among other things the Law of Conservation of Reality; this demanded that the effort needed to achieve a goal should be the same regardless of the means used. (2.1.7)
All supernatural elements on Discworld have to obey certain laws of nature like the Law of Conservation of Reality. In a way, this makes the supernatural anything but. It's completely natural there; it's just super for us.
As far as [Rincewind] could recall, the tree people had died out centuries before. They had been out-evolved by humans, like most of the other Twilight Peoples. Only elves and trolls had survived the coming of Man to the Discworld; the elves because they were altogether too clever by half, and the trollen folk because they were at least as good as humans at being nasty, spiteful and greedy. (2.5.31)
Even on the Discworld, some things don't change. In the evolution of species, humans still come out on top. And does anyone else think survival of the nastiest sounds way more apt than fittest?
That did not solve the problem of those places on the Disc which, during the wars, had suffered a direct hit by a spell. The magic faded away—slowly, over the millennia, releasing as it decayed myriads of sub-astral particles that severely distorted the reality around it… (3.3.4)
Again, we see idea that the supernatural would have drawbacks comparable to the drawbacks of our reality. In this case, the "sub-astral particles" are suspiciously similar to the problems resulting of nuclear fallout. We wonder what the half-life of a fireball spell is?
"You see, one of the advantages of being dead is that one is released as it were from the hands of time and therefore I can see everything that has happened or will happen, all at the same time except that of course I now know that Time does not, for all practical purposes, exist." "That doesn't sound like a disadvantage," said Twoflower. "You don't think so? Imagine every moment being at one and the same time a distant memory and a nasty surprise and you'll see what I mean." (3.13.54-56)
Life after death might exist, or it might not; it might be great, or it might be terrible. But this whole life-during-death magic can take a walk. No thank you.
Ripples of paradox spread out across the sea of causality. Possibly the most important point that would have to be borne in mind by anyone outside the sum totality of the multiverse was that although the wizard and the tourist had indeed only recently appeared in an aircraft in midair, they had also at one and the same time been riding on that airplane in the normal course of things. (3.18.1-2)
Pratchett plays with theoretical physics and adds a supernatural element to them. Not that he had to try too hard. Sometimes physicists sound like wizards when they talk.
He had begun his career as a sailor on the Dehydrated Ocean in the heart of the Disc's driest desert. (Water on the Disc has an uncommon fourth state, caused by intense heat combined with the strange dessicating effects of octarine light; it dehydrates, leaving a silvery residue like free-flowing sand through which a well-designed hull can glide with ease. The Dehydrated Ocean is a strange place, but not so strange as its fish.) (4.3.6)
Pratchett again toys with real world—er, Roundworld—science to create something supernatural. All he needed to do was create a fourth state of matter—solid, water, gas, wild card (?)—and presto, it's that supernatural feeling. In other words, the supernatural almost always has its basis in the natural.
She was the Goddess Who Must Not Be Named; those who sought her never found her, yet she was known to come to the aid of those in greatest need. And, then again, sometimes she didn't. She was like that. She didn't like the clicking of rosaries, but was attracted to the sound of dice. (4.13.48)
Of course, we have to consider the fact that gods are known to exist on the Disc, and their personalities are well documented. If the Discworld had Facebook, the gods would be on it—though we don't imagine these gods would have many friends.