Laser air photonics involves the interaction of high-peak-power femtosecond laser pulses with air. Through the ionization process, the very air that we breath is capable of generating terahertz (THz) electromagnetic field strengths greater than 1 MV/cm, useful bandwidths of over 100 THz, and highly directional emission patterns. Following the ionization of air, the emitted air-plasma uorescence or acoustics can serve as an omnidirectional, broadband, THz wave sensor. Frequencies lying within the THz band were historically termed the ”THz gap,” due to the relative difficulty for generating and detecting the radiation at these frequencies. Here we review significant advances in laser air photonics that help to close this ”gap,” enabling ultra-broadband THz wave generation and detection through nonlinear optical processes. Research opportunities and applications including non-destructive evaluation, material characterization, and feasibility for remote sensing, are discussed.