If I recall correctly, sulfur is often added to highly toxic, odorless gases such as carbon monoxide so that people can smell the leak before they are overcome by poisonous fumes.
Carbon monoxide is a waste gas.
Yes, a sulfur compound, brand name "Stinko" IIRC it's a mercaptan - the same class of chemicals that give skunks their aroma.
I Swiss friend of mine says they use a different chemical in europe, one that causes retching, as their domestic gas is a synfuel, containing abundant carbon monoxide in addition to the methane that makes up most of our natural gas.
Your trivia for the day...