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3D3DMini welding gas cylinder.
Cylinders like this are sold in any hardware store for use with small welding/brazing torches. They are nothing like the heavy, thick-walled oxygen cylinders used with real welding torches. But they are cheap and do contain actual oxygen.

Many people don't realize that when you use an oxyacetylene cutting torch to cut steel plate, the acetylene is just there to get things started. Once the steel is hot enough, you turn off the acetylene and blow pure oxygen at the advancing cut. The oxidation (burning) of iron in pure oxygen releases enough heat to keep the reaction going, and a jet of high pressure oxygen can literally burn through four inch thick solid steel plate.
I learned this from Harry Barnhart, a thinking farmer who showed me how it's done one day many years ago.
Because the air around us is only about 21% oxygen, steel will burn in air, but it won't generate enough heat to keep the burning going unaided. In air, the steel will cool down and stop burning pretty quickly unless you give it extra heat. This is the principle of the plasma-arc cutting torch (pictured under hafnium), which uses just electricity and air to cut steel. As when you turn off the acetylene in an oxyacetylene torch, the steel itself is the fuel that powers the cutting action, but without pure oxygen to energize things, the plasma-arc cutter has to use an electric arc to supply the necessary extra heat.

Another fun thing you can do with oxygen in liquid form is use it to speed up the grilling process. The classic documentation for this was available here, except that it's been removed because of the concerns of the university that had been hosting it.

Source: Hardware Store
Contributor: Theodore Gray
Acquired: 5 August, 2002
Text Updated: 20 November, 2008
Price: $5
Size: 12"
Purity: >95%
Oxygen