Are there people who are immune to hepatitis b even though they were not vaccinated?

Yes: Some people get immunity once they get infection and clear it. They usually have not only antibody to surface antigen but core also.

Yes: About 95% of otherwise healthy adults who are exposed to hepatitis b will control the infection with their own immune systems. The hepatitis b (hbv) is hiding in their liver cells, but usually stays dormant. These people will not have problems with hbv unless their immune system is severely compromised (like with cancer chemotherapy).