I'll assume you aren't trolling, and point out that disks work BECAUSE OF the air inside. The heads gain lift.
I'll correct that for you:
Current designs of hard disks rely on there being air inside in order to float the heads. But you wouldn't necessarily need to float the heads on air if you redesign the disk to suspend the heads in some other way (Off the top of my head, lets say a magnetic field. Of course, you'd have to make sure the magnetic field you suspend the heads in doesn't interfere with the magnetic field they are reading/writing). Also, air is just a fluid - it may be that you can find a different fluid to fill the drive with that has better properties for the job in hand (e.g. higher speed of sound).
"Take that, you hostile sons-of-bitches!" -- James Coburn, in the finale of _The_President's_Analyst_