"You are my sunshine, My only sunshine…"
Natalie's room, appearing in "Running", would seem to be her childhood home which she revisits in a state of fear; attempting to flee the situation she is confronted with. It seems that Natalie traveled some distance to return to her home, implying that she grew up some distance from where she lives now. The room is filled with things that would seem to be typical of a girl's bedroom; and the house itself seems to be untouched. The house is seemingly abandoned or at the very least, no one is home at the time. Natalie enters the house with a set of keys, but the lights and electricity are either not working, or Natalie opts to not turn them on, instead using a flashlight to explore the premises. Natalie's room in particular is dark but filled with pictures and aspects of Natalie's childhood, and she is very well oriented to the space, knowing where everything is present in the room.
1AmTheHelp3r has since burned this location down after retrieving several tapes and papers hidden throughout the space.
Natalie's room is a smallish bedroom with nice furniture. There are many pictures on the walls, largely of Natalie as a young girl along with two people who would seem to be Natalie's brother and mother. There are also several tape players, one from which Natalie retrieves a recording of "You are my sunshine" which she plays while exploring the room. There is also a large chest that she takes a box of pictures from. The room seems as though it hasn't been lived in for some time, and it doesn't seem to be attached to the apartment that we have seen Natalie living in. This is supported by the memory that is seen during "Running" that seems to show Natalie's mother singing her to sleep. However Natalie was drawn out of her house by the continuation of this song, which resulted in an encounter with the Slender Man. She was portaled away from the room, and it seems as though nothing was actually taken from the place.
The presence of Natalie's room, and her apparent knowledge of the location seems to indicate that she has, at least partial, memory of her past life prior to CaughtNotSleeping. There are also several details that referance her past including the many pictures, playbills, baseball equipment and glasses on top of the dresser; as well as the memory video itself.