There WERE a lot of subsidies to the oil and gas industry from our Federal government.  They were mostly introduced in either the 1970's (presumably in response to OPEC and the like) or 1990's (presumably due to low oil prices?).

However almost all of those have either been eliminated or are in the process of being eliminated.  Starting in 2007 the Federal government began phasing out every subsidy to oil and gas companies and by the 2013 budget they had basically set out a schedule to phase all of them out.

There are still some Provincial subsidies to oil and gas companies.

Keep in mind that oil and gas is not alone here, there are subsidies to a LOT of companies.  Manufacturing gets lots of subsidies, tech companies get subsidies out the wazzoo, "green energy" companies are heavily subsidized, etc.  In recent years only oil and gas subsidies have been targeted to be eliminated.