A portable oxygen concentrator (also sometimes called a generator) may be another option for in-flight use on some airlines. These devices concetrate oxygen in the air (they remove the nitrogen so the result is largely oxygen) and do not use tanks. The FAA has approved them for airplane use and they resemble a carryon bag. United does not allow their use in flight, but some other airlines do.

http://www.united.com/page/article/0,6722,1043,00.html

Charles