At least according to the SRD, the physical wall spells (Iron, Stone, Ice) all require some sort of physical means of support or to be anchored in some way. The non-physical Wall spells (Force, Fire, Blade Barrier) have no such mention. Given the nature of the non-physical walls, I don't see why they couldn't be cast "in the air", up to the limit of the range of the spell.
Of course there are a couple of anomalies. Wall of Thorns is obviously physical, but doesn't make any mention of needing to be "supported" in some fashion. Wind Wall is likewise obviously non-physical, but does by way of contrast mention "along the ground". At least implying that it needs to be on the ground.