For a long time, advocates have praised natural gas as being "better than coal." That's still true: no argument from me! However, that's a pretty low bar. Coal creates all kinds of pollution from mining and burning it, and the impact on climate change is also large. So gas is better, right? Well, maybe.
First, extraction. While coal mining has a pretty bad reputation, researchers have also tied natural gas extraction to deaths of people near drilling sites and downwind.
Second, emissions. An eight year study of gas emissions in the Boston area found that emissions were much higher than predicted by known usage patterns. This suggests that gas might be seeping out around pipelines, but more ominously in homes.
On a semi-related note, in addition to the climate change impacts of air pollution, a study in India finds that smog hurts children's cognitive and academic performance. While pollution in India is likely worse than it is here, all damage is cause for alarm... and consider that 30 minutes with a two stroke leaf blower emits more carbon than a trip from Texas to Alaska in a pickup truck. Another study in Chile finds that particulate matter (a kind of air pollution) is associated with a small but significant increase in emergency room visits.
Finally, an interesting chart shows the sources of greenhouse gas emissions: about 3/4 are from energy, at least as of 2016.
Again, gas is definitely better than coal, but hopefully that isn't the comparison we continue to make. Remember, renewable sources are more than economic in many places: bringing them in makes profits and helps the environment.