Air filters on vehicles should be changed as preventative maintenance every 20,000 to 30,000 miles and should be changed more often if you drive down dirt roads or dusty roads.
Dusty driving conditions can clog the vehicles air filter quicker than driving in non dusty driving conditions.
Changing your vehicles air filter allows your engine to breath properly so it mixes the right amount of air with the fuel so your vehicles fuel mileage will improve if you change out a clogged or dirty air filter.