Can I set up a chain reaction by placing gas markers on adjacent squares?
Jason C. Hall the designer of Last Night on Earth was on BoardGameGeek.com and said this:

http://boardgamegeek.com/article/1730957#1730957

We have yet to see this happen, but it would be pretty sweet!

I would say that an exploding Gas Marker should have the chance to set off adjacent Gas Markers on the roll of 3+ (or auto if in the same space).  Everybody loves a big explosion.

-Jason