Most store bought cough syrups are LOADED with chemicals. If you do come across an all natural one that works, it usually cost a fortune. 

Marshmallow, the plant not the food, is great for helping with coughs. It has been used for centuries to soothe burns, skin rashes, has been made into powder and used on the bare bottoms of babies, made into a salve to help cuts, and of course cough syrup. You can make the syrup as the recipe says or add elderberries while boiling. I like to also add lavender, licorice root or any other herbs that help with boosting the immune system. And yes, this is the herb used to make homemade marshmallows!
2 oz marshmallow root, sliced or cut

1 1/2 cups sugar

1 cup distilled water

2 tablespoons elderberries (optional)

Soak marshmallow in water for twelve hours along with the elderberries (optional). Add sugar and boil. Let cool and strain through a metal strainer or cheesecloth. Bottle and store in the fridge. 

Infants 20 drops in water, 3 to 4 times a day.

Children use 1/2 to 1 teaspoon, 3 to 4 times a day. 

I add about 1 teaspoon in tea and drink.