I would imagine that at some point, some small amount of petroleum would have been stumbled across without understanding of its significance and all of its uses. Is there any record of it being used in the ancient world to light lanterns for example? Or mysterious black liquids from the ground that people had no use for?
Naphtha is the naturally occurring light gaseous form of petroleum. It occurs at tar pits and where petroleum emerges from the ground. Apparently the Byzantines used naphtha in their famous Greek fire which would explode in contact with water and allowed the Byzantines to repeatedly destroy the Muslim fleets. The Wiki article is http://en.wikipedia.org/wiki/Greek_fire.
Asphaltum, a tar like material that washed up on the beaches from undersea oil seepages, was used for a variety of purposes by natives of Southern California and the Gulf of Mexico. Asphaltum was used to decorate and repair ceramics in prehistoric Texas and to repair baskets and haft tools wherever it was found. I think the earliest documented use was about 1000 BCE in Texas. More information from the Texas area can be found here.