Natural time is a new time domain introduced in 2001. The analysis of time series associated with a complex system in natural time may provide useful information and may reveal properties that are usually hidden when studying the system in conventional time. In this new time domain, an entropy has been defined and complexity measures based on this entropy as well as its value under time-reversal have been introduced and found applications in various complex systems. Here, we review these applications in the electric signals that precede rupture, e.g., earthquakes, in the analysis of electrocardiograms, as well as in global atmospheric phenomena like the El Nino/La Nina Southern Oscillation.