Three types of blood vessels carry blood from your lungs to every cell in your body. 1  Arteries-Arteries have muscular walls that pump oxygen-filled blood away from your heart to the tissues and organs, like the brain, kidneys and liver.2  Arteries get smaller as they get further from your heart.hree types of blood vessels carry blood from your lungs to every cell in your body. 1  Arteries-Arteries have muscular walls that pump oxygen-filled blood away from your heart to the tissues and organs, like the brain, kidneys and liver.