Not specifically for air or heat from the Social Security Administration.
However, depending upon your financial circumstances and the state you reside in, you should check with your state's Public Assistance department to see what financial assistance may be available based upon your financial situation.
Also, if you are not already receiving assistance via your state's food assistance program using an "EBT" card (formerly known as "Food Stamps") you may also qualify for that financial assistance.
As far as your utility costs are concerned, I would start with your utility company and ask what financial assistance is available for low income customers. There are several programs that you may qualify for. Usually there is what is called the "Good Neighbor Fund" administered by the Utility itself that provides assistance for your utility bills.
There is also a program for Energy Assistance in terms of more efficient appliances such as a refrigerator, stove or possibly even a new heating/cooling system. They also provide upgrades to your insulation, windows, light bulbs, etc. You utility company can refer you to the proper program for this that is in your geographical area.
Those items should be a good start and you may find that any one of those programs has references to other programs for seniors and/or low income households.
Another great source of information would be at you local Community or Senior Center in your city or town or one that covers your county, parish or other municipal entity. It doesn't have to be in your own town.
One other idea if you need assistance with paying Medicare or other Insurance Co-Pays or Prescription costs, your state (again your local Public Assistance Office) may have a program that you qualify to assist with those costs.
Your Senior or Community Center should be able to direct you to the proper program for that assistance, and/or your local pharmacy can also provide that information for programs administered by most Drug Manufacturers, that would apply to your specific prescriptions.
If I can be of any further assistance, please let me know.