I'm just going to skip over the past posts & you can tell me if I've missed anything:
Waterbending: The most chemically limited of the bending arts, as far as we know. It works on water & solutions made with water. If things like nitrogen were bendable, then they would do it, as frozen nitrogen would be so much more damaging than frozen water. If liquids in general were bendable, then they would be able to bend lava. So, yes, waterbending will only work with H2O. There is the problem with the moon, & this raises the question of whether you need to have TIDAL FORCES to bend, or SPECIFICALLY THE EARTH'S MOON. If it's the former, then waterbenders should be fine as long as the body they are on is significantly close to another to be affected by its gravity. If it's the latter, an interesting situation arises. Waterbending could either work everywhere OR only on earth, depending on whether it's the spatial location in relationship to the moon or the moon's sheer existence that enables waterbending. If they can bend off of Earth but cannot take advantage of any other tidal forces, then the max limit of their power is equivalent to if they were bending during a new moon.
Earthbending: Toph could indeed bend the meteorite, so "space earth," though "not technically earth," can be bent. The requirement seems to be that the thing being bent has enough metallic character to be classified as a metal (or maybe a metaloid) on the periodic table, but not too much metallic character. So, the more "pure metal" there is, the harder it will be to bend. Everything else should be okay. The jury is still out on whether or not rock can be bent in non-solid states, but if you're in a position where that's really a viable option, I think you have bigger problems.
Firebending: Heat (& therefore fire) & electric discharge are universal forms of energy, so Firebenders should only be limited by what extent the environment can support these things. Firebending "rises with the sun," but as far as we know this is not related to Spirit World shenanigans, so any star should probably do the trick. In fact, many should have a greater effect on Firebending than that of their equivalent of Sol. Objects like Sozin's comet should only have an effect if they pass very, very close to the Firebender. Recall that Sozin's Comet actually skims the atmosphere, essentially lighting the sky on fire.
Airbending: Airbending is unable to control steam, which means that it can't just control any gas. It could be that it controls elements that are gasses in their natural states. If they control a specific element, then that element is likely oxygen. While nitrogen makes up more of the Earth's atmosphere, airbenders can breathe the air that they bend, which would eliminate anything other than oxygen. Since we don't know what exactly they bend, it's difficult to say if they could bend it in another state of matter. Even if we did know, we already don't know how to answer that question for Earthbending, which does have relatively known rules for what chemical substances it can bend.
So, Firebending & Earthbending are pretty cut-&-dry, Waterbending is physically simple but the spirit-related rules are unknown variables, & almost no conclusions can be drawn on Airbending.