The recent progress in H$_{\rm I}$, CO, dust, and $\gamma$-ray observations provides excellent opportunities to probe the properties of the interstellar medium (ISM) at a resolution of a few parsecs inside nearby clouds and to search for biases in the different gas tracers. The nearby clouds in the Galactic anti-center and Chamaleon regions have been studied using jointly the $\gamma$-ray observations of the $\textit{Fermi}$ Large Area Telescope, and the dust optical depth inferred from $\textit{Planck}$ and $\textit{IRAS}$ observations. We have quantified the potential variations in cosmic-ray density and dust properties across the different gas phases and different clouds, and we have measured the CO-to-H$_2$ conversion factor, X$_{\rm CO}$, in different environments. The measured interstellar $\gamma$-ray spectra support a uniform penetration of the cosmic rays with energies above a few GeV through the clouds, from the atomic envelopes to the $^{12}$CO-bright cores. We find a gradual increase in dust opacity as the gas (atomic or molecular) becomes more dense which is likely caused by a chemical or structural change in the dust grains. The X$_{\rm CO}$ factors measured in $\gamma$ rays show a decrease from diffuse to more compact molecular clouds, as expected from theory. We also mapped the gas not seen, or poorly traced, by H$_{\rm I}$, free-free, and $^{12}$CO emissions, namely (i) the opaque H$_{\rm I}$ and diffuse H$_2$ present in the Dark Neutral Medium (DNM) at the atomic-molecular transition, and (ii) the dense H$_2$ present where $^{12}$CO lines saturate. We present these results showing how the precise modelling of the ISM we have performed helps to better trace the total gas and so improve the modelling of the diffuse Galactic $\gamma$-ray emission of interstellar origin.