Natural gas is a petroleum product consisting of about 70% methane. The rest is made up of ethane (15%) and other hydrocarbons. It is naturally oderless, so odor is added to make a leak detectible.
While neither coal, petroleum, nor natural gas are indeed substantial contributors to pollution, natural gas produces less than its alternatives. As such, it is especially useful in urban environments (e.g., in fueling buses) where local concentrations of airborne pollutants can cause certain health issues.