It's an interesting question, really. I can easily imagine the general process for acquiring, say, corn or salt and pepper--but baking soda is less clear--is it found in the heart of a baking soda tree? Is it strip-mined in the badlands of South Dakota?
I should have just checked the WWW then. The Arm and Hammer website has the answer:
What is Baking Soda? Baking Soda, a sodium bicarbonate, is a naturally occurring substance that is present in all living things--it helps living things maintain the pH balance necessary for life. Baking Soda is made from soda ash, also known as sodium carbonate. The soda ash is obtained in one of two ways: it can be manufactured by passing carbon dioxide and ammonia through a concentrated solution of sodium chloride (table salt). In our case, it is mined in the form of an ore called trona. Whether the soda ash is mined or processed, it is dissolved into a solution through which carbon dioxide is bubbled, and sodium bicarbonate precipitates out, forming 'Pure, Safe and Natural" ARM & HAMMER® Baking Soda. It is pure enough (more than 99%) to be listed in the United States Pharmacopoeia (USP) since 1848.