A recent survey of 22 major airlines, conducted by the Pulmonary Hypertension UK, found that just five companies allow people to bring their own oxygen cylinder on to their planes and that only seven companies allow people to bring their own oxygen concentrator on board. Other airlines only allow passengers to use the oxygen that they provide and at an additional cost.
Wow, I am amazed that the rest of the world has not followed the US in this respect. Fortunately, all carriers who fly within, into, or out of the US must allow the use of portable oxygen concentrators on board as of May 13, 2009.
FAA rules do not allow the use of oxygen cylinders on board (except those installed in an approved manner by the airline in the overhead bins for use by a passenger or the canister in the medical kit) following the ValueJet crash in the FL Everglades in 1996.