There's a little known principle called that Constantin Effect, which is the coalescence of matter from minute particles in the air. A 3-D printer "prints" by heating the air and extracting the particulate matter and condensing it into a plastic-like thread that can then be extruded and made into shapes.

Modern 3-D printers are much better at this because we know more about the effect, and advances in computer and semiconductor technology allow more power to be injected and controlled inside the coalescing chamber. This has the effect of bring more of the particulate into a state that can be homogenized and extruded for printing.

You know how when you flush the toilet the stuff goes away? It's made from that.