Researchers from Columbia University in New York found that children who live in leafy areas have lower rates of asthma. It could be the trees filtering the air, or it could be playing outside more (away from household pollutants) but some plants certainly have purifying properties and can remove small amounts of bad air.
Any houseplant will use carbon dioxide and put oxygen back into the air, and can help create a more comfortable level of humidity in dry atmosphere. Plants also lift the spirit.
Try the Dendrobium Orchid in the house which has a very high rating for removing chemical vapours from indoor air. It is fairly easy to grow and is resistant to insect infestation. It is also a very pretty and cheering plant.