Someone did make a bicycle frame of tubing about the gauge and size of a soda can. Air pressure was used to prevent buckling, and it did come out somewhat lighter. Unfortunately, the wind resistance issue was more important.
I saw a picture of an Atlas rocket in a museum. Apparently, the upper fuel tank is so thin-walled that it too needs pressure to support the payload. Unfortunately, the museum air supply had failed, and the rocket looked, shall we say, unable to penetrate. :-)
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