The correct answer is option 2: Russia. Gazprom is a Russian company and is one of the largest natural gas companies in the world. It is owned by the Russian government and operates within the country and internationally.

Option 1, Canada, is incorrect. While Canada also has large oil and gas companies, Gazprom is not one of them.

Option 3, UK, is also incorrect. While the UK does have significant involvement in the oil and gas industry, Gazprom is not a British company.

Option 4, USA, is also incorrect. Gazprom is not an American company, although the United States does have its own major oil and gas companies.

In summary, Gazprom is a Russian oil and gas company, making option 2 the correct answer.