That's an interesting question, and there are many, many answers. Truthfully, we don't know for sure, because we haven't met any real aliens that we know of, but there are a lot of theories by authors and regular people. Here are some of them:
- They don't, because there is no such thing.
- They don't, because they don't have to breathe.
- They breathe the same air we do because they are abominable attempts at cloning humans by fallen angels.
- They breathe the same air we do because they colonized the Earth, and we are their long-lost children.
- They breathe the atmosphere of whatever world they were born on... so perhaps a Nitrogen mix if they were born on a nitrogen atmosphere planet.
