I live in a house in Ohio and I have four appliances powered by natural gas: furnace, water heater, dryer, and kitchen range.
Of these, only the furnace and water heater are vented to the outside of the house (chimney stack). In this context, venting refers to a flue that directs combustion byproducts outside the house as opposed to a vent for waste water or the vent that directs hot air and lint away from the dryer.
While I am no building contractor, I have been in quite a few houses in my life and I have always seen this same configuration when it comes to appliances powered by natural gas here in the U.S.
Aside from "because code says so" is there a reason why furnaces and water heaters require venting while dryers and ranges do not? Are there cases where building code may allow not venting furnaces or water heaters, or require venting for dryers or ranges?