Applicable reference is the IATA Dangerous Goods manual, which I don't have handy. Any freight forwarder will have copies and may let you have a look. A CD-ROM is available from IATA.
The DOT seems to be on the case as well:
Oxygen Cylinders Shipped by Air - HM-224B
The DOT/RSPA issued a notice of proposed rulemaking on May 6, 2004 that will dramatically increase the cost of shipping oxygen cylinders and other oxidizing gases and chemical oxygen generators. The RSPA Proposed requirement for an outer packaging would be required to prevent penetration of a flame of 1700°F for five minutes. Additionally the cylinder must remain below the temperature at which its pressure relief device would activate and a chemical oxygen generator inside the outer packaging can not actuate when exposed to a temperature of 400°F for three hours.
The outer packaging would be restricted to "rigid" outer packaging.
RSPA is also proposing the cylinders' pressure release device must have a set pressure equal to the test pressure for the cylinder. Authorized cylinders for oxygen will be limited to DOT specifications 3A, 3AA, 3AL, and 3HT. Other specification cylinders such as DOT 39 will not be permitted on board aircraft. Other oxidizing gases will be prohibited on board cargo and passenger aircraft.
The closing date for comments is December 13, 2004. You can download a copy of the proposed regulation at
http://hazmat.dot.gov/69fr-47074.pdf