N unsubstantiality, insubstantiality, nothingness, nihility, no degree, no part, no quantity, no thing, nothing, naught, nil, nullity, zero, cipher, no one, nobody, never a one, ne'er a one, no such thing, none in the world, nothing whatever, nothing at all, nothing on earth, not a particle, all talk, moonshine, stuff and nonsense, matter of no importance, matter of no consequence, thing of naught, man of straw, John Doe and Richard Roe, faggot voter, nominis umbra, nonentity, flash in the pan, vox et praeterea nihil, shadow, phantom, dream, ignis fatuus, such stuff as dreams are made of, air, thin air, vapor, bubble, baseless fabric of a vision, mockery, hollowness, blank, void, inanity, fool's paradise, unsubstantial, baseless, groundless, ungrounded, without foundation, having no foundation, visionary, immaterial, spectral, dreamy, shadowy, ethereal, airy, cloud built, cloud formed, gossamery, illusory, insubstantial, unreal, vacant, vacuous, empty, eviscerated, blank, hollow, nominal, null, inane, there's nothing in it, an ocean of dreams without a sound.

For further exploring for "thin air" in Webster Dictionary Online