I'm assuming you are referring to the newer series and that you're referring to when Callie and Galen were in the airlock, and when ships launch from and land in one of the flight pods on the Galactica. We also see executions, usually using a launch tube. In any case, I'll cover those instances and a couple of others.
In summary, most of the time they can control if more than a little air is lost.
First, when Callie and Galen are in the airlock, the only way to handle it is to blow the outer door and let the air vent. That means air is lost.
Second, for an execution, there are two ways it could be done. The first is to just depressurize the airlock and let the condemned die. The second is to open the outer door, which may lead to the body being pushed out into space. (Which means no clean-up afterwards.) The first means no air is lost. The second does involve losing air.
Third, in the case of regular entrance and exit, the airlock is depressurized before the outer door is open. Little or no air is lost.
Fourth, in the case of a Viper taking off, it is in a launch tube. Launch tubes are separated from the hangars by airtight doors. Vipers are placed in the launch tubes, and then the tube is sealed off and the Viper is launched. This can be done without loss of air by pumping the air out of the tube before launch, but it's not specified in the wiki if this is always done, or even done sometimes.
Fifth, when a ship lands, it does so on the landing deck on one of the flight pods. The landing deck is provided with artificial gravity, but is exposed to space. When a Viper or Raptor lands on the landing deck, it can be lowered into the hangar below with an elevator. Then, after the hatch separating the landing deck and the hangar is closed, that chamber can be pressurized. Other ships that land on the deck are not lowered down to the hangar, but can dock with a docking collar so that those onboard can enter the Galactica without needing pressure suits.
(It is not specified that the lowering of a Viper from the landing deck to the hangar is done in an unpressurized setting, followed by the the chamber being pressurized. The loss of air over the length of such an operation would not only be significant, however, it would also result in injuries to the crew in the hangar deck and loss of light equipment that gets pushed out by the air.)
(Much of this is discussed in the Battlestar Galactica wiki. I've filled in some of the details, but they provide enough that I'm not guessing.)