Adam Clarke on Romans 2:14

For when the Gentiles, which have not the law, etc. - Nor does it follow that the Gentiles who have not had a Divine revelation, shall either perish, because they had it not; or their unrighteous conduct pass unpunished, because not having this revelation might be considered as an excuse for their sins.

Do by nature the things contained in the law - Do, without this Divine revelation, through that light which God imparts to every man, the things contained in the law - act according to justice, mercy, temperance and truth, the practice of which the revealed law so powerfully enjoins; these are a law unto themselves - they are not accountable to any other law, and are not to be judged by any dispensation different from that under which they live.

Rabbi Tanchum brings in the Supreme Being as saying: When I decreed any thing against the Gentiles, to whom I have not given laws and statutes, and they know what I have decreed; immediately they repent; but the Israelites do not so. Tanchum, fol. 43. 2.