Supermarket chains like PriceChopper, Kroger, Ralphs and others have gas discount programs in conjunction with their loyalty programs. Users earn points or get credits when they swipe their card; after a certain number are accumulated, they get a discount with a participating gas station chain.
The caveat: Evaluate the store prices; there’s no sense saving on gas if you’re overpaying for bread and milk. Some programs cap the number of gallons you can buy at the cheaper price or the amount of the per-gallon discount.