This is the info I have : http://www.ucc.ie/academic/chem/dolchem/html/elem053.html
From the above link :
Because of its reactivity, iodine does not exist in the free elemental state in nature, but small quantities are combined in many silver ores found in Mexico.
Compounds of iodine occurs naturally in seaweed.
Iodide salts are found in liquor from the extraction of saltpeter from deposits in Chile.
As I understand it (I don't know much about chemistry) :
free elemental state = I2
compounds of iodine = KI, monoiodotyrosine, etc.
Any clarification will be very welcome, as I am not sure about all of this.