First, they are used as parachites
A plane, bird, rocket, frisbee, in fact anything that is propelled on a trajectory in air can be considered to be flying.
an Airship is an aircraft of the lighter-than-air type sustained in the air by gas an aeroplane in a mechanically propelled heavier-than-air flying machine
Ornithopter
There is debate as to what the first flying machine actually was. It looks to me that the first machine was either a bird-shaped jet-propelled object or a glider though... For more on the invention of the hot air balloon, check out: http://www.ideafinder.com/history/inventions/haballoon.htm
A projectile.
Rocket engines are not air breathing engines and hence they can be propelled into space.
Rocket propelled grenades
Rocket propelled grenades
rocket propelled grenades
rocket propelled grenades
In a well system, water is propelled by air pressure.
rocket propelled grenades