To transport the electricity we need some electrons that can move. This is very common in metals but cannot normally happen in air or vacuum. Of course there are some exceptions: for instance in nature we have lightnings, where a plasma is formed, in man-made machines such as particle accelerators we have some free electrons (or protons or positron) in vacuum.
Other energy vectors can be transported easier through air or vacuum, for instance electromagnetic (EM) fields. So we need to build a device which converts electricity into high power EM waves and another one which can convert them back to electricity. One of the simplest demonstrator you can build is made of a light bulb (electricity --> light) and a small solar panel (light --> electricity). Of course you will have a lot of losses in this process: a first improvement may be putting a mirror behind the light bulb so that you concentrate the light to the panel. Then you may switch to a laser and optimise the panel for that frequency, or you can go to microwaves and use some coils to capture them.
You may also think about something else: for instance you can power a fan with some electricity and capture back the wind energy with another fan. But if you consider this three points:
- Achievable range
you will easy realise that where a wire can be placed, is very hard to beat it.