Natural gas is delivered by pipeline.
Local distribution companies (gas utilities) take bulk gas piped to them by wholesalers.
The distributors then pump it into a distribution main (at reduced pressure) and deliver it to service lines connected directly to individual customers. 
Compressed natural gas (CNG) offers an alternative to pipelines.  Being compressed, its volume is reduced by a factor of about 200, making it feasible for transport by specially engineered trucks.  The natural gas is delivered to a local decompressing facility, and then fed into a pipeline system tied directly to a customer.