There are some gases that turn into liquids simply by compressing them at room temperature. Examples include butane, propane, carbon dioxide, nitrous oxide and freon (chlorofluorocarbons). The phase diagram tells you at what temperature and pressure the gas will liquify.
The problem with nitrogen (and other gases like it, including oxygen, hydrogen, helium, etc.) is that no amount of pressure will cause nitrogen to liquify at room temperature. There is a phase diagram for nitrogen at the bottom of this page. Nitrogen has to be much colder than room temperature to stay liquid. If stored at room temprature, a sealed tank full of liquid nitrogen will explode because of the pressure that builds up, as shown dramatically here.
So, to make liquid nitrogen, you have to cool the nitrogen down. An ingenious way to do that was discovered by Carl von Linde. In his technique you pressurize nitrogen with a compressor. Then you release the nitrogen through an orifice, causing it to cool as it expands. You use this cool gas to cool the nitrogen before it flows into the orifice (known as a counter-current heat exchanger). Since it is colder, the gas coming out of the orifice is now colder still. Eventually, the gas coming out of the orifice is so cold that it turns to liquid nitrogen, which you collect and keep in a highly insulated container (usually a vacuum flask called a dewer).
As seen in this patent diagram, a real heat exchanger gets fairly involved in order to make liquid nitrogen efficiently. And to make a lot of liquid nitrogen, you use heavy duty equipment as shown here.
Although you could buy the equipment and make it yourself, liquid nitrogen is one of those things, like milk or gasoline, that is probably easier to buy. It is relatively inexpensive - a few dollars per gallon. If you go to a web site like thisor check the local yellow pages, you can find dealers in your area.
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