In some cases, a collapsed lung is caused by air blisters (blebs) that break open, sending air into the space around the lung.This can result from air pressure changes such as when scuba diving or traveling to a high altitude.xams and Tests. The health care provider will listen to your breathing with a stethoscope. If you have a collapsed lung, there are decreased or no breath sounds on the affected side. You may also have low blood pressure.