Can a submerged place in the sea have huge air pockets?

Question

I know that air can be under water if there is something to contain it that prevents its escape. But can a place such as buildings or ancient ruins submerged totally under water hold air pockets as bigger as a room? I recently saw a home-made-video-of-sorts that claimed to have discovered a underwater ruin and showed its interior rooms absolutely devoid of water full of air. Is that even possible, to have an underwater ruin with a room full of air? I mean air has got to escape from somewhere.