Yes. There's a huge one in Arizona. It's called Biosphere 2. (Biosphere 1 by the way, is Earth). As the link states, it was originally built to be an artificial, materially closed ecological system and it remains the largest closed system ever cre... read more
Engineers and scientists regularly produce artificial atmospheres in sealed chambers for testing specialized devices and equipment. However, the terrestrial atmosphere is massive - 10^18 kg or so. I know of no cheap and practical way of making substantial changes to such a large mass. read more