There is more than one artist with this name. 1. American pop/rock band, Oxygen formed in 2003. 2. French trance group, Oxygen, formed in 2003. 1. Oxygen began with four passionate musicians brought together by what some might call fate. Each band member brings an eclectic mix of ingredients to the table, with extraordinary results. They have gained the respect of fans and critics across the country by infusing their music with the raw creativity that has driven their powerful live performances since 2003.