Air is a name for the mixture of gasses present in the Earth's atmosphere.
Dry air is roughly 79% nitrogen, 20% oxygen, and 1% argon. Air may contain 0-7 % water vapour (the 79%, 20% and 1% become accordingly a little less), and less than 1% carbon dioxide. The composition of the air changes with altitude; also exhaled air is different from what is inhaled.
Pressure decreases with altitude; this is why aircraft have pressurised cabins. The air pressure inside aircraft cabins is maintained at a pressure higher than that outside, for the comfort of the passengers and crew, although it is still slightly lower than at ground level. With a decrease in total air pressure, the partial pressure of all the component gases (including oxygen) decreases. Mountain climbers must carry a supply of oxygen on their way up to the summit of high mountains to ensure the partial pressure of oxygen in their blood is maintained.
Compressed air is often used in scuba diving, when diving fairly close to the surface.