No, it all comes from the same refineries, but different brands mix in different additives. For instance, Brand A might mix in a 25:100 ratio of detergents (necessary to keep fuel systems clean), while Brand B might only mix in a 5:100 ratio. And sometimes, older, less used tanks contain water. I recommend always buying from a busy, well trafficked station. And buy name brand gas, not some brand no one's ever heard of.