Media Favorite Element?

Um actually

 

Air ⧣ Oxygen though, Air is a combination of gases, including O₂, CO₂, N₂ and other shit.
If you're talking about Air in your examples however, well :​

Air
Then again, depends what you mean by Air, if you're talking about Oxygen, Air on Earth can't exist without Oxygen, since
it's composed roughly of a quarter of O₂
However, if you change your point of view to another planet, like Venus for instand, Air takes a different composition :

90% Carbon Dioxyde
3.5% Nitrogen
1% of other gases (including a fraction of water vapor and molecular Oxygen)

The facts are, if you were to take a sample of Venus' Air, you'd be very lucky to find a single molecule containing Oxygen

Fire
It's true that you can extinguish a flame by sealing it in an airtight space. Since it consumes
Oxygen, it will eventually stop burning if its supplies are low.
However that doesn't mean you can't burn anything without Oxygen, by using another element : Fluorine

Chlorine trifluoride, in particular, is a very reactive oxidizing compound, and be used to start oxygenless fires, just like Lithium
The reason why you don't see it often at all, is, well, kinda hard to stop a fire that doesn't need Oxygen to substain itself.

Earth
This one, I have no idea what you're talking about. If you're referring to "dirt" or the surface levels of the soil, or the lower
levels of a planet containing rocks, or whole planets and shit, no clue.
If you're talking about soil and dirt, the most common one is mostly made out of :

25% Water (+interstices)
25% Gases (+interstices)
18% Sand
18% Silt
9% Clay
5% Dead shit

I'm pretty sure you can find examples of planets out there that contain "dirt" that don't need oxygen to just exist, after all,
oxygen isn't a necessary factor for dirt to exist.
If you're talking about Oxygen, well on the size of a planet, it's impossible to not find a single atome of oxygen down their
life path, since nebulas which formed the planets have all had the simpler atoms at the start (including Oxygen)

Water
This one I have to concede, you need Oxygen to have the formula of Water which is H₂O, removing the O results in H₂ Dihydrogen, which is found naturally at the state of gas.
You can also add one O to get H₂O₂, which is Hydrogen Peroxide. However it is unstable and will convert back to plain old water.
You can also replace the Hydrogen by Deuterium, ²H₂O, but eh, it still requires Oxygen.

Thunder
hehe
Now I could be a dick and be like "well you're obviously saying Thunder and not Lightning so checkmate" but I won't focus on that.

Thunder, as a sound, doesn't need oxygen or even air to propagate, since sound is just
a vibration in matter. Sound can exist without you hearing it, like vibrations in solid matter. It won't
reach your ears, but the vibration itself still exists.

If you're talking about Thunder, well no, it doesn't need Oxygen at all, just look at Jupiter.
Jupiter's atmosphere have the biggest storms and thunderstorms in the entire Solar System, however,
its atmosphere is composed of 90% Hydrogen and 10% Helium. Water doesn't even make
0.1%, so Oxygen itself is practically non existant, and virtually not needed for Thunder or even Lightning.

oh and my favourite element might be thunder​

 

Air because dodging