In order to see something, that "something" must either emit or reflect photons into your eye (or detector). If photons leave a light source in some direction, but are seen/detected "in the air", then the air must have somehow directed those photons toward your eye/detector.
I can only see two ways for this to happen:
- Some particles in the air scatter the photons. This happens in many cases.
- Magic make the photons change direction. To my knowledge, this has not happened.
Practical implications of the first scenario include
guiding the eye toward a star with a laser pointer (photons scatter on particles in the air and thus create a visible ray),
studying supernovae looking at the light echo from the light scattering off of surrounding dust particles in their remnants,
measuring the size of the broad-line region around supermassive black holes, using the technique known as reverberation mapping (see also this answer),
breaking into banks using flour to see laser traps, and, most importantly,
Practical implications of the second scenario are limited only by your imagination.