Watch on HDtoday. In 1989, Julie Thayer, a wealthy mother from New York City, went to the Swiss Alps to have her ego destroyed. The man she chose for the job was U.G. Krishnamurti, a radical Indian anti-guru who refused followers, refused donations, and told everyone who came to him to go away. Julie stayed — and filmed everything. The Natural State is built from that archive, hundreds of hours unseen for decades, and from the private journals Julie kept as U.G.'s psychological "blasting" carried her from states of ecstasy to the brink of devastation.