Where in the breathing system these changes in the gas content of air happen?

Changes in the gas content of air primarily occur in the alveoli of the lungs. Here, oxygen from the inhaled air diffuses into the blood while carbon dioxide from the blood is expelled into the alveolar space to be exhaled. This exchange is facilitated by the thin walls of the alveoli and the surrounding capillaries, allowing for efficient gas transfer. Additionally, smaller changes in gas content can occur in the bronchi and bronchioles during the process of ventilation.