The problem, here in the U.S. is that the cylinder in which the oxygen is carried is a pressure vessel and as such must be approved. That is, it must have had a pressure check from an approved facility within the past five years. This is an FAA rule for passenger safety to avoid the possibility of a cracked or leaking tank exploding and injuring passengers. Almost all airlines will, however, provide medical oxygen (for a charge, of course) in an approved cylinder for the duration of the flight. Prior arrangements are required. Additionally, the on-board oxygen isn't suitable for medical purposes since it doesn't contain any water vapor and is very drying to the nasal and throat if used for more than a few hours or so...