Yes. If an I-130 Petition for Alien Relative was denied, you may file an appeal with the USCIS office that denied your case. If you lose there, you may further appeal this decision with the Board of Immigration Appeals (BIA).
You cannot appeal a denial of an I-485 Application for Adjustment of Status. You may file a motion to reopen or reconsider with USCIS and if USCIS does not give you a favorable outcome, your case is sent to the Administrative Appeals Office (AAO) for a final review.
You may also file a new I-485 application and pay the filing fees.
If your U.S. Naturalization Application is denied, you may file an appeal with the local USCIS office.