This is Exhalation by Ted Chiang, available at Lightspeed Magazine: http://www.lightspeedmagazine.com/fiction/exhalation/
Fill their lungs at air fountains:
For the filling stations are the primary venue for social
conversation, the places from which we draw emotional sustenance as
well as physical. We all keep spare sets of full lungs in our homes,
but when one is alone, the act of opening one’s chest and replacing
one’s lungs can seem little better than a chore. In the company of
others, however, it becomes a communal activity, a shared pleasure.
And the end of the universe:
Perhaps a few of us, in the days before we cease moving, will be able
to connect our cerebral regulators directly to the dispensers in the
filling stations, in effect replacing our lungs with the mighty lung
of the world. If so, those few will be able to remain conscious right
up to the final moments before all pressure is equalized. The last bit
of air pressure left in our universe will be expended driving a
person’s conscious thought.
And then, our universe will be in a state of absolute equilibrium. All
life and thought will cease, and with them, time itself.