From Captain of Industry Wiki
Fuel Gas is a crafted material which is produced from a variety of petrochemical and biofuel processes. While its most common usage is the production of Steam Hi for the generation of Electricity, it also provides a convenient source of elemental Hydrogen when processed in a Hydrogen Reformer.
Below are all the recipes, which contain this item. Note, that some of them may be locked behind Research, and not immediately available in your game.