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...