Burning of fossil fuels releases a large number of gases, including methane, carbon dioxide, Sulphur dioxide, and nitrogen dioxide, which contribute significantly to air pollution. These gases can lead to global warming and climate change.

Oxygen is not typically released into the atmosphere by burning fossil fuels. Instead, the burning of fossil fuels consumes oxygen and releases carbon dioxide, which is a major greenhouse gas that contributes to climate change. Therefore, option D is the correct answer to the question.