Chickens don't need a coop, but they need a safe place stay the night. They're happy to roost in trees, but thick shrubs or undergrowth will work well, too. If you let them take the natural route, though, you have to be prepared for the natural result-- you will lose some to predators. I'm not cool with that, personally (though I think it's the most permacultural approach), so we have sheds they stay in at night.
I'd be surprised if you don't have raccoons, but you may not. You certainly have some predators in your area, though. If not coyotes, raccoons, possums, skunks, foxes, owls, feral dogs, or feral cats, then at least some pets whose owners let them roam free at night. Nature abhors a vacuum.
If you went coop-free, and tolerated your early losses, you'd end up with a flock that was very smart about choosing its roosting spots.