I am wondering if there are surfactants that exist in a gas state that can be used to reduce the surface tension of a liquid.
The most direct answer is "no". Gases do not have surface tension and gas-phase molecules do not chemically affect the surface tension of liquids.
I know its a broad question, so for example, are there any gases that could reduce the surface tension of water when it is exposed to it?
Gases could, however, dissolve in the liquid in question. Then, they aren't really gases, but solutes in the liquid. And solutes can affect surface tension. You can see this earlier question on volatile surfactants for some examples of water-soluble volatile surfactants for some examples. A paper entitled Surfactant in the gaseous phase was brought up by MAR in the comments and is another good example.