NASA conducted a study in the 70's to find out why astronauts were getting sick in Skylab. It turned out that harmful chemicals known as volatile organic compounds (VOCs), emitting from the station itself, were causing folks to get sick.
Also, they can't exactly roll down the windows for fresh air.
Scientists later discovered certain plants would filter the air naturally. These plants are easy to find. I bought two plants at a local garden center yesterday for $10 and they clean my air of benzene, formaldahyde, and trichloroethylene.