[Eternal Flame Falls, New York](https://en.wikipedia.org/wiki/Eternal_Flame_Falls
[Darvaza gas crater, Turkmenistan](https://en.wikipedia.org/wiki/Darvaza_gas_crater
Lighting natural gas seeps on fire is mostly safe and self-containing.
Coal though, [don't ever mess with coal.](https://www.youtube.com/watch?v=v6F0TuV3JMg
In Centralia they lit a garbage dump on fire, which happened to be on top of a coal mine, which ignited the coal. Mineshafts throughout the coal acted as flues to bring in oxygen, and the fire made more flues for itself as the shafts collapsed leaving flaming pits to hell belching black smoke and carbon monoxide in people's backyards as it spread underneath the town like, well, like a wildfire.
Centralia is permanently evacuated and still somewhat on fire fifty years later. Many decades worth of attempts to deprive the fire of oxygen or otherwise do something about all the valuable coal being lost and reclaim Centralia have all failed, and it will probably continue to be cursed ground for a couple of centuries. There are [many more](https://en.wikipedia.org/wiki/Coal_seam_fire
) semi-permanently on fire coal mines around the world.
There are two major issues with igniting a natural gas deposit within a reservoir. The biggest is the lack of oxygen. Unless the gas moved a long way away from its source into a very unusual trap, natural gas reservoirs don't contain much oxygen and any oxygen introduced would likely be consumed by oxidizing the reduced organic wall rocks before an explosive concentration can build up.
But say a madman pumps enough oxygen into a natural gas reservoir to create an explosive mixture...I still doubt an explosion would be possible. Natural gas deposits aren't an open cavern filled with gas. Best case, you're looking at a rock unit with the porosity of coarse sand and the natural gas filling the space between the grains. I have trouble seeing a deflagration front develop in those conditions. The porosity problem is further compounded by shale gas or "tight" gas deposits where there isn't even enough interconnected porosity for the gas to flow on its own...hence artificially fracturing the rock to produce gas.
Contrary to what is usually believed, for gaseous fuels, or pulverized fuels for that matter, to ignite, there needs to be an appropriate fuel-to-oxygen ratio, and that tends to be a pretty narrow range. Temperature and pressure can widen that range, but within a deposit it's very, very unlikely it would happen, given the oxygen concentration is usually nearly null.