If you always wonders how they made oxygen tanks for scuba diving, you might want to see this great video that details the process of making real scuba tanks:
And of course, don’t attempt to make your own scuba tanks as suggested here on Yahoo Answers:
A SCUBA tank is what’s called “Life Support Equipment”. It’s called that for a reason.
People die doing what you’re suggesting. Don’t even go there. Proper SCUBA gear is easy to come by. It’s expensive, but there’s a reason for that – it’s very reliable. Don’t take chances with the stuff that keeps you alive.