1. Definition of standard molar enthalpy of formation

   The standard molar enthalpy of formation, $\Delta H_f^\circ$, of a substance is the enthalpy change when 1 mole of the substance is formed from its constituent elements in their most stable standard states at $298\,\text{K}$ and $1\,\text{bar}$.

2. Key rule

   By definition, $\Delta H_f^\circ = 0$ for an element in its standard state at $298\,\text{K}$.

3. Check each option

   • A: $Br_2(g)$ Bromine's standard state at $298\,\text{K}$ is liquid bromine, $Br_2(l)$, not gas. So, $\Delta H_f^\circ[Br_2(g)] \neq 0$

   • B: $Cl_2(g)$ Chlorine's standard state at $298\,\text{K}$ is chlorine gas, $Cl_2(g)$. Therefore, $\Delta H_f^\circ[Cl_2(g)] = 0$

   • C: $H_2O(g)$ Water is a compound, not an element in standard state. Hence, $\Delta H_f^\circ[H_2O(g)] \neq 0$

   • D: $CH_4(g)$ Methane is also a compound. Hence, $\Delta H_f^\circ[CH_4(g)] \neq 0$

4. Conclusion

   The only species with zero standard molar enthalpy of formation is: $\boxed{Cl_2(g)}$

So, the correct option is B.