If you had high pressure (really high pressure, >73 atmospheres) and slightly high temperatures (>30 C), with a carbon dioxide atmosphere (which is feasible), you would get an atmosphere that is made up of supercritical carbon dioxide, which is a weird gas-like liquid.
The atmosphere of Venus is supercritical carbon dioxide and nitrogen, while water planets would have possible oceans of supercritical water.
Though I somewhat doubt that people could survive in supercritical carbon dioxide, even with breathing apparatus... plants might evolve to thrive in it, though. There is a paper discussing the properties of supercritical carbon dioxide and the possibility of alien life in it: (WARNING: pdf)
ADDED AS AN EDIT: Whoa! I just found out that it is possible for divers to adapt to pressures of 100 atmospheres! So with a protective suit and breathing apparatus (maybe one that can extract oxygen dissolved in the supercritical carbon dioxide -- it readily dissolves water and oxygen) you could hang out in the stuff. And 30C is just in the high 80F.