The question whether one can hold certain mutual beliefs e.g. in atheism and in the existence of disembodied spirits is more of a psychological issue. I took the OP to mean does Atheism logically entail Naturalism.
There has been at least on Atheist philosopher who has argued for the immortality of the soul on metaphysical grounds – I refer of course to McTaggart – and several others who have considered it an empirical possibility e.g. Broad and Ducasse. I believe Santayana also considered the possibility of explaining psychic paranormal phenomena such as ghosts on materialist lines (‘psychic particles’).
John West wrote:
If you take Naturalism to mean a thesis that entails physicalism, then Thomas Nagel is both an atheist and non-Naturalist.
I was planning to go into this at greater length when I post on Oppy's 'Natural and Supernatural Properties' but suffice to say if a Naturalist ontology is one which denies all immaterial concreta then the ‘Naturalist’ camp is going to find itself severely depopulated.
iwpoe wrote:
A case like Marx or Freud is especially hard since these seem like atheistic figures who, despite their self-understanding, are not strictly naturalist.
I agree about Nietzsche (though maybe to say he was an atheist is to attribute him an instance of objective truth he’d have thought meaningless) but how do you get Marx and Freud? The only reason I can see for either is if we’re taking Naturalism to mean Physicalism as both of them wanted to combine Materialism with Positivism, the latter of course being equivalent to Humean phenomenalism on which matter does not exist.