Using Arduino GSM with WiFi I have a project that requires  data to be sent online from a moving bus. I am using ESP8266F modules to send the data.

I am wondering what Arduino modules to buy that will act as an access point with wifi and will connect to the internet through GSM.

In this configuration, the ESP8266 will connect to the access point and will upload the data online.

I want to connect a DF robot "SIM808 GPS/GPRS/GSM Shield For Arduino" to an Arduino Yun and use them as a wifi access point to connect to the internet through GSM connection. 

The ESP8266 (5 of them) will connect to the Arduino Yun and will then send variables to the internet through the internet connection provided by the GSM.
ESP is a full stack WiFi module. If you are intended to collect some data from several ESPs you can configure one more as an access point and collect those data from other ESPs as stations. At access pint you can make a small web server as well. To send aggregated data through GSM then you can use a GSM module wire-connected to this ESP. To avoid RF interference while GSM sends data, you should use different power sources and shielded twisted pair for connection. It may happan, that you will need to place GSM module at some distance from ESP access point to avoid overload of the receiver. Even better to use external antennae outside the bus for GSM and shield it inside the bus to minimise the interference. I do not see how Arduino can help here.