A company called Syntroleum does that: it makes diesel fuel and jet fuel from natural gas.
Motley Fuel has an article titled "Four Companies With Tomorrow's Fuel," and then they showcase five companies. Whatever.
They are all interesting but Syntroleum making diesel fuel and jet fuel (for the USAF) from natural gas is most intriguing.
Apparently Sasol (SSL) and Shell are the leaders in this technology (making liquid fuel such as diesel from natural gas).
