I knew I had read somewhere that they had come up with 0W from non-synthetics. I got it from this page, which I admit could be wrong, but I don't have any reason to doubt it. It seems to jive with other sources I've read over the years.
All About Motor Oil
Go down to group II and group III oils and it mentions it. I suppose it could still be argued that they are at least part-synthetic, as synthetic doesn't necessarily mean a fully man-made replacement for dino oil or its by-products.