If you're unfamiliar with single-wire transmission lines: https://en.wikipedia.org/wiki/Single-wire_transmission_line
It seems that a material with high conductivity (eg: certain configurations of carbon nanotube) and a workable taper ratio (again, certain carbon nanotubes) would be suited to this task.
What problems would there be with this? How feasible is it to get correct impedance matching over the length of the cable? Would the line losses be too much? Would impedance of air changing dynamically with humidity and other environmental factors totally throw this off? Would too much energy be lost as EM radiation?