Walking on air (as opposed to walking on water, walking on thin ice, or walking on sunshine):

This parachuter is taking one giant step, on an invisible current of air.

Here's a snapshot of "Sarah and Debbie standing on glass plates in the Auckland Sky Tower about 700 feet up in the air.  This was just a few moments before lightning struck the tower."  I'd say this counts as "walking on air."

These lone Converse shoes hanging on a power line are walking on air.  These occupied shoes are walking even higher.  And these shoes are higher yet.

One attraction of the Macau Tower is the "skywalk," which can be quite scary in cases of strong winds.

This Pedestrian Crossing sign would fit in perfectly at Britain's glass-floored Spinnaker Tower.

This woman is apparently high on life and is walking on air.

These guys in the treetops may be secured by ropes, but they're certainly walking on air.

Sports figures are often walking on air.

Is this Washington Post photo an optical illusion, a Photoshop job, or genuine walking on air?

Back in 1934, Popular Mechanics featured newfangled boots with built-in rubber bladders, promising the sensation of "walking on air."

Of course, the masters of walking on air are caterpillars.