Reducing methane emissions offers a significant near-term opportunity for climate mitigation if the dominant sources are effectively targeted. Natural gas is a large and manageable methane source. Despite extensive pipeline upgrades in cities, methane reductions remain far smaller than expected, suggesting missing emission pathways. Using long-term tower observations in a U.S. megacity, we found a strong seasonal cycle in methane emissions peaking during the winter heating and summer cooling seasons. Natural gas methane emissions dominated both seasons and were strongly correlated with consumption, yielding a loss rate of 1.7±0.6 %, equivalent to about $300 M USD/yr of unused natural gas. Incomplete combustion was the primary natural gas signal observed, indicating future mitigation planning should prioritize inefficient natural gas consumption.