The correct answer is $\boxed{\text{A. Methane}}$.
Methane is the simplest hydrocarbon, with the chemical formula $CH_4$. It is a colorless, odorless gas that is the main component of natural gas. Methane is a very stable molecule and does not have any isomers, which are molecules with the same chemical formula but different structures.
Ethane is the second simplest hydrocarbon, with the chemical formula $C_2H_6$. It is a colorless, odorless gas that is also found in natural gas. Ethane has two isomers, ethane and ethylene.
Propane is the third simplest hydrocarbon, with the chemical formula $C_3H_8$. It is a colorless, odorless gas that is also found in natural gas. Propane has three isomers, propane, propene, and propylene.
Therefore, the only hydrocarbon that has only one structure is methane.