The mosquito larvae hang upside down and take oxygen from the surface through a tube connected to their abdomens. The larvae of the drone fly is known as the red-tailed maggot. It has an extendible breathing tube. This allows the drone fly larvae to crawl along the bottom of shallow pond area and still breathe by extending its breathing tube to the surface. Worms and other thin walled aquatic insects are able to obtain oxygen from the water because the oxygen can simple diffuse through their skin.
Water fleas beat their wings which circulates the water.
This allows them to have a fresh supply of water at all times. Many other aquatic insects use a similar method to get a continually new supply of water.