What is naturalism in theater?

I believe that one of the best ways to define naturalism in theatre is to compare it to realism. People often think that realism and naturalism are two words that refer to the same style of theatre, seeing as the words "real" and "natural" are synonyms. While the two artistic movements do overlap, there are distinctions between the two.
Realism in theatre is exactly what it sounds like. Storylines, dialogue, characters, costumes, and settings are all realistic and fit the vision of a normal life. Theatrical spaces were set up so that the audience members would feel like they were watching characters go about their lives through the "fourth wall." Audiences liked these plays because they were character-driven, and focused on relatable people dealing with relatable problems, rather than extraordinary plots. This may not sound like anything special today, but before realism hit the stage, extreme melodramas were all the rage.
While realism can be seen as an imitation of reality, naturalism pushed to be the highest form of theatrical reality. Like realism, costumes and settings are mundane and realistic. Unlike realism, a naturalistic play would be set up as if you were watching the characters in real time, and there would be no scene changes that take the characters to a new location or a new day. While realistic plays would tend to take place over course of more than one day, watching a naturalistic play could be more like sitting in someone's kitchen for a couple of hours, listening to strangers talk about their lives.
Unlike the heroes of realism, who fight to overcome their problems, the characters of naturalistic plays are usually people who cannot change their lives, and are constrained by forces outside of their control. They are doomed to stay as they are, however unhappy they may be. If you want a good idea of what goes on in a naturalistic play, the classic example a lot of people refer to is August Strindberg's Miss Julie.
The site I have linked below has a wonderfully in-depth comparison of realism and naturalism and their origins, and is one of the few online resources I have been able to find that does not confuse theatrical realism and naturalism. I would suggest you give it a read.