[Sookie]

I found this:
DELTA
A health certificate is required when shipping your pet as air cargo. While Delta does not require a health certificate for carried-on or checked pets, upon arrival, the certificate may be required by the state.

NORTHWEST
Northwest Airlines does not require a health certificate for carry-on pets. However, it is your responsibility to comply with all local, state and national entry requirements which may apply.
Many states and foreign countries require that pets be accompanied by a health certificate.
U.S. and international regulations require that all warm-blooded animals shipped as VIP or General Cargo be accompanied by a health certificate. The health certificate must be issued by a veterinarian licensed in the country of origin within 10 days prior to travel.

I had a carry on pet and was asked for the health certificate at the Philadelphia airport, so perhaps it is a Pennsylvania requirement.

My new puppy is coming tomorrow by Continental, so I was a little dismayed to find this on their site:
No oxygen will be administered to a pet in the event of an emergency.