Travel within the EU: EU and Swiss nationals should ensure that they have a European Health Insurance Card (sometimes free of charge and available online)
Travel Insurance: Several groups provide insurance for people with pre-existing medical conditions
Flying with oxygen: This can be far from easy as each airline has a different policy. None allow the carrying of charged oxygen cylinders so either supply their own or allow the carrying of a portable 'concentrator'.
Policies of all airlines on carrying oxygen (From British Lung Foundation)
Flying with Disability (UK based but advice given for everyone)
Portable Oxygen (USA)
Travelling with Oxygen (USA)