And what about carbon monoxide? Lots of folks commit suicide in their cars, just go to sleep.
Freon will also work. It is a powerful anesthetic and many of our anesthetic gases used in surgery have a similar chemical structure.
Fentanyl will work. However, the drug companies will not sell it for this purpose. It is a pretty simple chemical synthesis. A state could make their own in a lab for this use.
Hydrogen sulfide gas works much in the same manner as carbon monoxide.
Firing squad works, but it is unsightly.