The Collaborative International Dictionary of English v.0.48:

Supernatural \Su`per*nat"u*ral\, a. [Pref. super- + natural: cf.
   OF. supernaturel, F. surnaturel.]
   Being beyond, or exceeding, the power or laws of nature;
   miraculous.
   [1913 Webster]

   Syn: Preternatural.

   Usage: Supernatural, Preternatural. Preternatural
          signifies beside nature, and supernatural, above or
          beyond nature. What is very greatly aside from the
          ordinary course of things is preternatural; what is
          above or beyond the established laws of the universe
          is supernatural. The dark day which terrified all
          Europe nearly a century ago was preternatural; the
          resurrection of the dead is supernatural. "That form
          which the earth is under at present is preternatural,
          like a statue made and broken again." --T. Burnet.
          "Cures wrought by medicines are natural operations;
          but the miraculous ones wrought by Christ and his
          apostles were supernatural." --Boyle.
          [1913 Webster]

                That is supernatural, whether it be, that is
                either not in the chain of natural cause and
                effect, or which acts on the chain of cause and
                effect in nature, from without the chain.
                                                  --Bushnell.
          [1913 Webster]

                We must not view creation as supernatural, but
                we do look upon it as miraculous. --McCosh.
          [1913 Webster]

   The supernatural, whatever is above and beyond the scope,
      or the established course, of the laws of nature. "Nature
      and the supernatural." --H. Bushnell.
      [1913 Webster]

WordNet (r) 3.0 (2006):

supernatural
    adj 1: not existing in nature or subject to explanation
           according to natural laws; not physical or material;
           "supernatural forces and occurrences and beings" [ant:
           natural]
    n 1: supernatural forces and events and beings collectively;
         "She doesn't believe in the supernatural" [syn:
         supernatural, occult]

Moby Thesaurus II by Grady Ward, 1.0:

154 Moby Thesaurus words for "supernatural":
   Christlike, Christly, abnormal, airy, anagogic, arcane, asomatous,
   astral, bodiless, cabalic, cabalistic, celestial, dark, decarnate,
   decarnated, discarnate, disembodied, divine, ectoplasmic, eerie,
   eeriness, elfdom, empyrean, esoteric, ethereal, etheric,
   exceptional, exorbitant, extramundane, extraordinary,
   extraterrestrial, extravagant, extreme, fabulous, faerie, fey,
   ghostish, ghostlike, ghostly, ghosty, godlike, godly, heavenly,
   hypernormal, hyperphysical, immaterial, immoderate, impalpable,
   imponderable, incarnate, incarnated, incorporate, incorporeal,
   inexplicable, inordinate, insubstantial, intangible,
   intercessional, intercessive, made flesh, magical, mediative,
   mediatory, metaphysic, metaphysical, miraculous, miraculousness,
   mysterious, mysteriousness, mystery, mystic, nonmaterial,
   nonphysical, numinous, numinousness, occult, otherworldliness,
   otherworldly, outstanding, paranormal, phantasmal, phantasmic,
   phantom, phantomic, phantomlike, phenomenal, preterhuman,
   preternatural, preternaturalism, preternormal, pretersensual,
   propitiative, propitiatory, psychic, rare, redemptive, remarkable,
   salvational, self-existent, shadowy, specterlike, spectral,
   spiritual, superhuman, superhumanity, superior, supermundane,
   supernaturalism, supernaturality, supernaturalness, supernature,
   supernormal, supernormalness, superphysical, superphysicalness,
   supersensible, supersensibleness, supersensual, supramundane,
   supranatural, supranaturalism, supranature, the occult,
   the supernatural, the supersensible, theosophical, theosophist,
   towering, transcendent, transcendental, transcendentalism,
   transmundane, ultramundane, uncanny, unconscionable, unearthliness,
   unearthly, unembodied, unexplainable, unextended, unfleshly,
   unhuman, unmeasurable, unnatural, unphysical, unreal,
   unsubstantial, unusual, unworldliness, unworldly, weird, witchery,
   wraithlike, wraithy