There have been gas vehicles that are dual fuel CNG. Ford Contour and the Jeep Cherokee are two I know of. I am sure there are others. I would say that finding a filling source would be a problem in most state. I looked into this. California and Oklahoma seem to have more than a few CNG stations. When I looked into it. Indiana only had two. I think the conversions were $1500 to $3000. I did some math at the time and I would save about $400 per 15,000 miles.
Tom