Yes albeit Micronesia and re-breather guys diving technically, there were these m-bio guys that were searching for new species at depth as part of a BBC documentary which recently aired on Iplayer which I am currently working on.
But to the point..
They were capturing fish and using needles to (I have to imagine equalize the fish) enable the fish to be transported to shallower depths. From this I assume that fish have air spaces !!!!!

Please if you are a marine biologist can you explain !