A microwave oven that is designed specifically to go above a gas range is appropriately called an "over-the-range" microwave. These are available at a wide variety of electronics stores. You can also put a regular microwave oven over a gas range, providing that your kitchen as the appropriate layout.
Over-the-range microwaves typically include some kind of ventilation system, like a fan, built into the bottom of the unit. This is designed to vent smoke and steam that are produced during cooking. The fan can be manually switched on and off as needed. However, the vent on the bottom of an over-the-range microwave typically won't work as well as a dedicated range hood in the same situation.
Due to the fact that installation of an over-the-range microwave involves both electrically hooking up the unit as well as setting up a ventilation system, it is a good idea to have the installation performed professionally. Many appliance stores offer installation services that can be paid for at the same time you purchase the microwave.
Over-the-range microwaves also typically offer a lighting system underneath the unit, allowing you to have an overhead light to your counter top and range setup. As with the ventilation system, these lights can be turned on and off at will with the flip of a switch. This is another feature that over-the-range microwaves have in common with standard range hoods.
Many over-the-range microwaves are specifically designed to be installed above a range but below a set of kitchen cabinets. These cabinets are typically half the size of regular cabinets, but can still be used to store everyday household items. This adds to the overall benefit of a specifically designed over-the-range microwave -- not only is your counter top clear, but you also aren't losing any cabinet space because of the additional hardware.