Which sets currently contain pneumatic LEGO equipment?
In the UK shop, there are currently two sets:

The Unimog U 400 [set:8110] which uses the motorised "compressor" to supply the power (as opposed to the manual sprung pump).



And the Tractor with Log Loader [set:8049] which uses the manual pump:



The other sets that look like they have piston arms (such as [set:8043]) are actually using "linear actuators", which work with an internal screw thread to lift up the piston, powered by Bevel Gears or Universal Joints:

 

[part:61927c01]

These provide a much finer level of control over the Pneumatic sets, which is probably why they are being used in more and more sets.

The issue with locating the pneumatic sets is that there have been a few subtle changes to the elements over the years, as well as different lengths in various sets, so tracking them reliably isn't easy:

BrickLink search for Pneumatic Pumps