[lutusp]

> How about life without oxygen?

It's thought that life began here in the absence of oxygen, and only over time did oxygen begin to play a part in cellular life. As another poster points out, there are still some cellular organisms here that do without oxygen, indeed they would find it toxic.

> I always wonder why alien life or any other life cannot happen without it.

But that's not true, not even here. Oxygen is regarded as a sign of life, but its absence doesn't suggest the absence of life, only the kind of life that requires it.