I've never heard of gas going out but I suppose, as with any infrastructure system, it is possible. I do know that when an acquaintance who lives in the hills got municipal gas he kept the old propane tanks and has maintained them as a reserve. He keeps them filled but closed off from the house with a valve.
Closer to home I keep a small propane heater that will run off two pound bottles handy. It isn't much but worse case failure of other power source/s I can retreat to a single well insulated room and keep it warm. Redundancy is a good thing.
A small and very well insulted room, preferably an interior room, can often be kept reasonably warm with candles, small oil lamps, and body heat if all else fails.