Any lump of osmium is. Iridium and gold are also very close.
Since you said "thing," the densest naturally-occurring element would be osmium.
The most dense naturally occurring element is Osmium, with a density of approximately 22.59 g/cm³. Iridium follows closely with a density of about 22.56 g/cm³. Understanding density is important in various scientific and engineering applications.
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