There are several trees are nitrogen fixing species, they're a pretty important part of permaculture. Some of the mycorrhizal networks that exist in many forests also fix nitrogen. Also, some species like pine trees get a lot of their nitrogen from endophytes living in their tissue.
Unfortunately the nitrogen fixing species mostly absorb N2. Which I'm fairly sure isn't the compound that OP wanted removed from the atmosphere. They were probably thinking about nitrogen oxides.
"A study by US-based The Nature Conservancy (TNC) reported than the average reduction of particulate matter near a tree was between 7% and 24%."