Board Thread:Theories and Speculation/@comment-27082825-20150116155842/@comment-4912646-20150121150734

Haven't seen it brought up yet, but the anime has been making up rules on nature transformation for a long time. In episode 63, Yamato claims that shinobi have secondary and tertiary affinities (not sure about the actual term he uses) aside from their main one. His explanation fairly explicitly states that you have to be born with a nature in order to acquire it through training, otherwise you can never use it. Naruto asks if he can eventually learn Water Release, and Yamato tells him he'll have to find out if he was born with it.

Of course, we have since learned that isn't the case, just like his other statement from that same episode that no shinobi can use all five natures.