Benzene. Benzene belongs to a class of chemicals called volatile organic compounds, so called because they evaporate in the air. Benzene is made from coal and petroleum sources and is present in gasoline. As one of the most commonly-made chemicals in the United States, benzene is often used to make many other chemicals.Benzene is also present in cigarette smoke.enzene belongs to a class of chemicals called volatile organic compounds, so called because they evaporate in the air. Benzene is made from coal and petroleum sources and is present in gasoline.