This is very cool: SEM microscope Pictures of Spider Lungs. Makes me wish I had an SEM lying around. ;)
Spiders don't have tidal lungs as you or I have, but instead folded structures called book lungs. They're so-called because they're folded in like ridges, hanging down like pages from a book. The folds are highly vascularized, and take up oxygen directly into the blood through a passive process. They're quite remarkable, and something that makes Spiders and Scorpions quite amazing!