Can you observe a laser's effect on a gas medium?

Is there a type of gas which can be physically altered when a laser is shot though it? Will the gas wrap around the laser?

you can use fog to visualise the beam
or are you asking for a gas that changes colour or does something when laser shines through it?

Astronomers shine a laser through a relatively thin layer up in the atmosphere, making it glow. When seen from the ground, this "artificial star" is what they lock their adaptive optics systems to.

Lasers are used to do all kinds of probing and manipulations of gasses.