Ordinarily, I'd just mod something like this in, but true liquids (water/magma, not contaminants) aren't defined in the RAWs as far as I know. Also, yes, this has been suggested before, but it got glossed over every time.
--Oil--
Similar in fluid behaviour to magma, but can burn. Ideally, there are checks to make sure it doesn't spawn connected to a magma source, as to avoid massive underground fires. If implemented, it should occur between the cave layers, or at least deep enough it doesn't touch an aquifer. Speaking of, oil springs probably should NOT be a thing, due to bad interactions with other fluids.
Potential uses include flaming arrows, torches, drown/burn traps, and fire jars. Have a particularly annoying noble? Replace his floor with grates and fill the area below with oil. Enjoy your new oven as he tries to open the door marked "forbidden."
--Gas--
Natural gas isn't as easy to add, but adds another hazard. It's a choking hazard, and slightly on the 'splodey side. Digging into one has the potential of igniting as it sneaks upward through your fortress, and could pose health issues if the design of your fortress doesn't let it escape. I can't see many crafting uses, unless gas lanterns are added. That being said, there's still the ever-present trap potential.
They both fit within the game, are easy to implement, and add more options for removing nobles defending our fortress from elves. Any ideas how to improve this?