Among trumpet players, a particular technique allows players to perform without taking a breath. The technique is circular breathing and it takes advantage of air pockets in the cheeks to create a steady flow of air. This technique is a useful trick for any performer to learn and is the only instance in which an air pocket is useful for a trumpet player. To circular breathe, first hold a pocket of air in the cheeks; then, breathe in through the nose while pushing the air pockets in the cheeks out to produce sound. Repeating the cycle allows the player to play a single note indefinitely. It takes practice and clear sinuses to pull off successfully.
Some players, in an effort to play higher notes, will create an air pocket under their lower lip that creates additional tension on the mouthpiece. This can help a performer reach higher notes temporarily, but it is an ineffective technique for long-term goals. The performer who wants to increase his range should practice slurs that take him into the higher range daily. He can also practice holding whole tones in the higher register and gradually trying to comfortably increase his range. This is much safer and better for a trumpet player's overall tone production.
Unless the performer is trying to circular breathe, air pockets should not be held in the cheeks. This takes some practice at first, but gradually, as the cheek muscles build up, the trumpet player will develop a more-consistent tone and increase her ability to direct air through the instrument. Some professional trumpet players may look like their cheeks are filled with air, but the observer is actually seeing the strong muscles that have been built up.
Some trumpet players will use an air pocket behind the lips to create a vibrato. While this is an acceptable use, most players will make a slight chewing motion with their chin to produce vibrato. When a fast, quick vibrato is desired, sometimes an air pocket can be used to subtly shake the trumpet -- the only way to produce this effect.