Each cell in your body requires oxygen in order to obtain energy. Without the energy for these life functions, your individual cells would die. 

Cross cuts of lung tissue. Normal lung is on the left. Pneumonia (middle picture) is usually caused by infections of the lung that cause the cells lining air sacs to swell ("edema") and the airs spaces to fill with blood cells, fluid, and cellular debris. Emphysema (right-hand picture) is usually caused by smoking, which breaks down the air sacs, making them lose their elastic properties and  keeping them from emptying air properly.

Carbon dioxide gas is a waste product of cells and is toxic if allowed to accumulate in your cells.

If a lack of oxygen or too much carbon dioxide causes enough cells to die, the entire organism would die.

These critical gases have to be transported through the entire body.  This is why blood vessels are needed. And the heart is needed to pump the blood and its gases through the vessels. Blood needs to circulate to the cells where it drops off oxygen and picks up the carbon dioxide waste.  From there it makes its way to through the body to the lungs where it can come in contact with outside air. 

Some 50 years ago, there was a worldwide epidemic of polio, which caused paralysis. Most victims were children.  Some unfortunate children had paralysis of the muscles used in breathing. In order to breathe, they had to spend their life in "iron lungs" such as the one diagrammed above.

The lungs are the place where gas exchange with air takes place (in fish, gills serve the same purpose). Oxygen-deficient blood coming from cells picks up oxygen from the air in the lungs.  At the same time, the surplus carbon dioxide is given off to outside air.

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