Can electricity travel through air?

Yes. It can (and does) travel in the form of lightning. Static electricity that zaps us when we touch something grounded on a very dry day is the same thing, only on a smaller scale. Electricity would rather not travel through air, but when charges build and the difference of potential gets high enough, that electrostatic potential will ionize air and the charge will jump from one place to another following the ionized trail and further ionizing the air.