Assuming the power and tech existed to do so (addressing the requisite heat, pressure, etc), would it be possible to draw in atmosphere, condense and heat/cool the particles, and then produce a highly-dense solid in large quantities?
For example, could my imaginary (and admittedly SciFi heavy) machine be the size of a backpack and draws in surrounding air, filters out whatever elements are needed, and then cool/collapse the particles until they form the desired solid, creating ammunition? The backpack creates a specific caliber round -- say 9mm/120gr in size -- and feeds it into a gun to fire via some delivery mechanism -- likely coilgun in nature. The backpack doesn't store the ammo.
If this is theoretically possible, what super-dense solid could be produced in large quantities using only Earth's atmosphere?
Note: I've read through multiple questions relating to compressing air to form a solid and wanted to dive in deeper into the options -- ie not just O2, but nitrogen, CO2, etc.