(in German -- sorry, no English translation available yet)
Honda R&D Americas has such a gas station in Torrence CA since 2001. I don't know if it's open to the public though. The one in Freiburg is public.
I see your point, but first of all, it would be a very big step ahead if all the vehicles in cities wouldn't have toxic emissions.
And second, shifting the "dirty" part from the vehicles to big factories possibly makes the process more optimizable.
I agree that other form of energy should be researched, but any step in this direction is better than nothing.
Hydrogen is better PR since at the car there are no emissions. So which to choose? Better PR or better for the environment?
You would need a built a whole new infrastructure, and existing one for natural gas would not work.