A lot of gases, particularly molecular gases (as opposed to monoatomic or diatomic), are heavier than oxygen.

Since gases, too, are affected by gravity, heavier gases fall towards the ground and displace lighter gases upwards. It does not take very much of a gas to do this for a small area. (Consider that it need only displace the air in a small bubble around your head to be effective.)

Some of these gases are biologically inert; that is, they aren't toxic, but they still cause what is known as "inert gas asphyxiation", simply because they displace oxygen and can reduce its presence below what is necessary for life. At high concentrations, they can render someone unconscious in just a few seconds, with death following in minutes.

One special danger of these inert gases is that they typically have no characteristic smell.

Also, it is not commonly known, but respiratory drive is almost entirely controlled in humans by carbon dioxide levels. We are almost completely insensitive to oxygen levels. So a human being can suffocate to death fairly peacefully from lack of oxygen, as long as they can still breathe out CO2. (That heaving feeling you get when holding your breath? It's called hypercapnic alarm response, and it's caused by carbon dioxide buildup, not lack of oxygen.)

And if you really want to be afraid, there's also lakes that suffer so-called limnic eruptions, where a gas like methane or carbon dioxide is supercritically dissolved within the waters of the lake, and sometimes gets released catastrophically, all at the same time.

In the example I linked, the Lake Nyos disaster, the gases erupted from the lake and killed an entire village by displacing the air around them and causing them to suffocate.

More on topic, this is also how clouds of chlorine gas can kill large numbers of people during industrial accidents, like that time a freight train carrying chlorine derailed in South Carolina in 2005 and killed 9 people, with over 500 others seeking medical treatment from exposure.

Sleep well, everyone!