The pricing on Sam's Club's gas varies substantially by location, more so than BJ's. In some areas, it's roughly the same. Elsewhere, you might find Sam's Club charging 10¢ to 20¢ cheaper than most gas stations or even BJ's. They do have a lot of locations, with over 600 stores across the country. So, it's fairly easy to find and stop by one. Just make sure you compare the gas prices beforehand.