It is very important that the vehicle has a source of energy for driving. Energy can be extracted from the surrounding environment, such as in the case of a sailboat, solar powered cars, or a streetcar. Energy can also be stored, in any form, provided it can be converted on demand and energy storage density and the density of enough strength to meet the needs of the vehicle.
Perhaps the most common type of energy source is fuel. External combustion engine can be used almost everything that was burned as fuel while internal combustion engines and rocket engines were built to burn their fuel, usually gasoline, diesel, or ethanol.
Wind energy used is a sailboat and land yachts as main source of energy. It is very cheap and fairly easy to use, the main issues which are weather and dependance on the upwind performance. Balloons also depends on the wind to move horizontally. The aircraft flew in jet stream may be getting a boost from high altitude winds.
The Compressed Gas being experimental methods to save energy. In this case, the compressed gas is only stored in a tank and released when needed. Like elastic hysteresis losses, they have heated up during compression when gas.