Here's at least one for you:
http://firstalert.com/component/flexicontent/82-explosive-gas-co/929-plug-in-combination-explosive-gas-carbon-monoxide-alarm
I don't know why combination alarms are not more common. Maybe because natural gas has an odor added so it's readily apparent, unlike CO? There also aren't any dual smoke detector (ionizing and photoelectric) and CO combo alarms.
Note that CO alarms are usually mounted on the walls, not the ceiling, since CO is heavier than air and tends to sink a little [not true, as @Ecnerwal points out below]. I don't know if it's a big deal to mount it on the ceiling or not. I also don't know anything about optimal placement of methane detectors.