Membranes, methods of making the membranes, and methods of using the membranes are described herein. The membranes can comprise a support layer, and a selective polymer layer disposed on the support layer. The selective polymer layer can comprise a selective polymer matrix and carbon nanotubes dispersed within the selective polymer matrix. The carbon nanotubes can comprise multi-walled carbon nanotubes wrapped in a hydrophilic polymer, such as polyvinylpyrrolidone or a copolymer thereof, such as poly(1-vinylpyrrolidone-co-vinyl acetate). The membranes can exhibit selective permeability to gases. As such, the membranes can be for the selective removal of carbon dioxide and/or hydrogen sulfide from hydrogen and/or nitrogen.