This is true most sport diving is done on pressurised air.
Some small amount of sports diving is done on Nitrox. Technically Nitrox is any mixture of Nitrogen and oxygen (like air) but is normally used to refer to mixes with increased levels of Oxygen. This basically has the result of increasing the amount of time a diver can stay down without risk of decompression sickness - obviously a benefit in commercial work.
There is also Heliox, a mixture of Helium and Oxygen.
At depth Nitrogen becomes Narcotic, replacing Nitrogen with Helium reduces this effect allowing deeper dives.
However as depths increase Oxygen becomes toxic and heliox can cause nervous disorders, introducing some nitrogen back into the mix gives you Trimix - which can alleviate this.
The other option are systems called re-breathers often favoured by the military where pure oxygen is used with a little Nitrogen in a closed circuit. The exhaled CO2 is cleaned out with a scrubber cannister and the O2 is topped up from a tank.
These are quieter and lighter in weight than traditional SCUBA gear hence the military angle.