Pulmonary surfactant (PS) is a surface active lipoproteic material produced by type II cells at the alveoli. This material forms a unique air-liquid interface lining the alveolar surface that reduces surface tension close to 0mN/m, maintaining lung volumes and alveolar homeostasis at the end of expiration. The particular lipid composition of PS suggests that mono- and bilayer-based structures should exhibit lateral phase segregation at physiological temperatures. This work on Native Pulmonary Surfactant Membranes (NPSM), directly isolated from broncho-alveolar lavages of wild-type mice show that a detailed lipid compositional study is crucial to understand the structure and biophysical function of these complex mixtures. Using different microscopy techniques, we have managed to analyze, in detail at the micro- and nano-scale, qualitative and quantitatively the whole native interfacial film responsible for breathing in mice. First, it was performed a study of the lipid phase segregation pattern on free-standing spherical and in planar solid-supported bilayers. Then, the phase behavior was investigated in planar solid-supported and in in-situ air-liquid monolayers. We found close correspondence in shape, size, height, area coverage and lipid phase of the domains between bilayers and monolayers. Contrary to what has been published until now. Particularly with monolayers, the quantification of the order among the different coexisting lipid phases indicates that the segregated rounded domains within a percolated larger area are more fluid. The phase segregation pattern remains until physiological relevant respiratory surface pressures, where we found non-homogeneous nanostructure serving as a platform for a highly corrugated-like collapsed structures, that grow size- and height-wise, arising from the more fluid phases. This last finding opens a new way to explore the pulmonary surfactant interfacial films, closer to materials science, which could help to understand such a basic and important topic; the respiration in mammals.